Show that $I-P$ is the projection matrix from $\mathbb{R}^m$ onto $N(A^T)$

linear algebralinear-transformationsorthogonality

I have this proof that I need to show. I would be grateful if I could have a hint, because I am very confused as to how to even begin with this:

Let A be an $m \times n$ matrix, let $P$ be the projection matrix that projects vectors in $\mathbb{R}^m$ onto $R(A)$, and let $Q$ be the projection matrix that projects vectors in $\mathbb{R}^n$ onto $R(A^T)$.

a) Show that $I-P$ is the projection matrix from $\mathbb{R}^m$ onto $N(A^T)$.

b) Show that $I-Q$ is the projection matrix from $\mathbb{R}^n$ onto $N(A)$.

So, conceptually I think I understand what is going on: $I-P$ is a matrix that "reverses" $P$, so that instead of projecting onto $R(A)$ it projects onto its orthogonal complement $N(A^T)$. And similarly with $I-Q$. My problem is that I don't know how to approach the proof itself. So any help on this much be really appreciated.

Best Answer

If $A$ is a $m \times n$ matrix, then $A^T$ is $n \times m$ matrix, and therefore the image of $A^T$ is a subspace of ${\bf R}^n$. It follows that $R(A^T)\oplus R(A^T)^{\perp} = {\bf R}^n$.

Let $x$ be an element of ${\bf R}^n$. Then $x$ can be written uniquely as a sum of an element $y$ of $R(A^T)$ and an element $z$ of $R(A^T)^\perp$.

$(I - Q) x = (I - Q) (y + z) = z \in R(A^T)^\perp$.

Since $x$ was arbitrary, $I - Q$ must be a projection into $R(A^T)^\perp$.

But $R(A^T)^\perp = N(A)$, since if $\langle A^T x, b \rangle = 0$ for all x iff $\langle x, A b \rangle = 0$ for all $x$ iff $A b = 0$.