Hi experts, I have a subspace represented as matrix of basic vectors and I want to project a vector on that subspace. Does R have any function that help me to do so? Thanks, James. -- View this message in context: http://r.789695.n4.nabble.com/How-to-project-a-vector-on-a-subspace-tp2530886p2530886.html Sent from the R help mailing list archive at Nabble.com.
Can you be a little bit more specific? For example, the base vectors of the subspace and the vector you want to project. Specific artificial vectors/matrices are helpful. -- View this message in context: http://r.789695.n4.nabble.com/How-to-project-a-vector-on-a-subspace-tp2530886p2531245.html Sent from the R help mailing list archive at Nabble.com.
On Wed, Sep 8, 2010 at 2:52 AM, James <vuda.it at gmail.com> wrote:> > Hi experts, > > I have a subspace represented as matrix of basic vectors and I want to > project a vector on that subspace. Does R have any function that help me to > do so? >The projection of vector y onto the space spanned by the columns of X is fitted(lm.fit(X, y)) . Although not numerically optimal it can also be written: X %*% solve(crossprod(X, X), crossprod(X, y)) -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com
On Sep 8, 2010, at 15:22 , Gabor Grothendieck wrote:> On Wed, Sep 8, 2010 at 2:52 AM, James <vuda.it at gmail.com> wrote: >> >> Hi experts, >> >> I have a subspace represented as matrix of basic vectors and I want to >> project a vector on that subspace. Does R have any function that help me to >> do so? >> > > The projection of vector y onto the space spanned by the columns of X > is fitted(lm.fit(X, y)) . > Although not numerically optimal it can also be written: > X %*% solve(crossprod(X, X), crossprod(X, y))Perhaps qr.fitted(qr(X),y) is slightly faster than fitted(lm.fit(X,y)). Looks like it might be bypassing some "red tape", and otherwise do the same. -- Peter Dalgaard Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
Hi Peng, Gabor & Peter, Thank you very much for replying me so soon. I will try it right now! -- View this message in context: http://r.789695.n4.nabble.com/How-to-project-a-vector-on-a-subspace-tp2530886p2532388.html Sent from the R help mailing list archive at Nabble.com.