this is for holding javascript data
Mo, Yilin edited optimalF.tex
over 8 years ago
Commit id: 728c8ea7bd3f4110e1729936fbe58b818cc0aa3d
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diff --git a/optimalF.tex b/optimalF.tex
index e500632..c6460f4 100644
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...
\end{align*}
Let us denote
\begin{equation}
\begin{split}
X \triangleq U^{1/2}F\left( F^TUF \right)^{-1}F^TU^{1/2},\, \bar B \triangleq BU^{-1/2}.
\end{split}
\label{eq:defX}
\end{equation}
It is easy to verify that $X^2 = X$ and $X=X^T$. Hence $X$ is a symmetric projection matrix. Furthermore, $\rank(X) = \rank(F) = q$.