Projection decomposes a vector into two parts: one part lying in the chosen subspace and the other lying in a complementary residual subspace. This chapter starts with orthogonal projection onto one vector, extends it to the columns of a matrix, compares orthogonal and general projection, develops the main properties of projection matrices and ends with the serial-transformation view of P = U(UᵀU)⁻¹Uᵀ.
Projection separates a vector into a part that we keep and a part that we discard. In orthogonal projection, the discarded part is perpendicular to the target subspace.
The chapter moves from vector form to matrix form, compares orthogonal and general projection side by side, develops the algebraic properties of P and ends with the transformation view of the projection matrix.
Orthogonal projection chooses the projected vector so that the residual is perpendicular to the target subspace. That perpendicularity makes the projected vector unique and gives the standard formula P = U (Uᵀ U)⁻¹ Uᵀ.
The chapter is available as a PDF. Page links below are best-effort: most browsers support them but some viewers may ignore the page hint.
Because P² = P. If Pv = λv, then applying P again gives λ²v = λv, so λ² = λ. Therefore λ is either 0, for directions eliminated by the projection, or 1, for directions preserved by it.