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Topic: PROOF? XS'*XS = eye ==> (XS\X0)' = X0'*XS
Replies: 1   Last Post: Mar 13, 2013 1:49 AM

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Greg Heath

Posts: 5,954
Registered: 12/7/04
PROOF? XS'*XS = eye ==> (XS\X0)' = X0'*XS
Posted: Mar 12, 2013 7:37 PM
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help plsregress

contains the line

XL = (XS\X0)' = X0'*XS

When I plugged in numbers from the problem it checks out. Since the second equality looked strange, I tried to prove it. I could not.

With my curiosity peaked, I put random numbers in and found that it is not true in general. More curious than ever, I went back to XS from my problem and played around.

AHA! I found that XS'*XS = the identity matrix but XS*XS' does not.

However, the proof still eludes me.

How 'bout it?

Greg



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