Number 3 only please thanks 2 Show that the projection matr
Number 3 only please! :) thanks!
2. Show that the projection matrix P X (X\'X) X\' is symmetric and idempotent. 3. Show that the matrix M E I Px is symmetric and idempotentSolution
Mx = I - Px
The matrix A is symmetric if AT = A
Now MxT = (I-Px)T = IT-PxT = I-Px (Because I being identity matrix is symmteric and also Px is symmetric from part2)
Hence MxT = Mx => Mx is symmetric
A matrix A is idempotent if and only if, A2 = A
Now Mx2 = (I-Px)2 = (I-Px)(I-Px) = I.I-IPx-PxI+Px.Px = I2 - Px-Px+Px2 (Because I being identity , so I.Px = PxI = Px)
=> Mx2 = I - 2Px+Px (I being identity is idempotent and Pxis idempotent because of part 2 so Px2=Px)
=> Mx2 = I-Px = Mx => Mx is idempotent
