Characterization of the oblique projector $U(VU)^+V$ with application to constrained least squares

Details Characterization of the oblique projector $U(VU)^+V$ with application to constrained least squares Characterization of the oblique projector $U(VU)^+V$ with application to constrained least squares

2008-09-25

arxiv.org/abs/0809.4500v4

Linear Algebra and Its Applications 2009, 431(9), 1564-1570

Mathematics

Optimization and Control

v1: 6 pages v2: 7 pages. Minor changes (formatting, references) in sections 1-2. Extra statement in Theorem 3.1. Substantial r

Scientific paper

10.1016/j.laa.2009.05.025

We provide a full characterization of the oblique projector $U(VU)^+V$ in the
general case where the range of $U$ and the null space of $V$ are not
complementary subspaces. We discuss the new result in the context of
constrained least squares minimization.

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