Abstract
For any n × p matrix X and n × n nonnegative definite matrix V, the matrix X(X′V X)+ X′V is called a V-orthogonal projector with respect to the semi-norm \(\| \cdot \|_{\bf V}\) , where (·)+ denotes the Moore-Penrose inverse of a matrix. Various new properties of the V-orthogonal projector were derived under the condition that rank(V X) = rank(X), including its rank, complement, equivalent expressions, conditions for additive decomposability, equivalence conditions between two (V-)orthogonal projectors, etc.
Similar content being viewed by others
References
Ben-Israel A., Greville T.N.E. (2003). Generalized inverses: theory and applications (2nd Ed.). New York, Springer
Harville D.A. (1997). Matrix algebra from a statistician’s perspective. New York, Springer
Khatri C.G. (1966). A note on a MANOVA model applied to problems in growth curves. Annals of the Institute of Statistical Mathematics 18, 75–86
Marsaglia G., Styan G.P.H. (1974). Equalities and inequalities for ranks of matrices. Linear and Multilinear Algebra 2, 269–292
Mitra S.K., Rao C.R. (1974). Projections under seminorms and generalized Moore-Penrose inverses. Linear Algebra and Its Applications 9, 155–167
Rao C.R. (1974). Projectors, generalized inverses and the BLUE’s. Journal of the Royal Statistical Society, Series B 36: 442–448
Rao C.R., Mitra S.K. (1971a). Further contributions to the theory of generalized inverse of matrices and its applications. Sankhyā, Series A 33: 289–300
Rao C.R., Mitra S.K. (1971b). Generalized inverse of matrices and its applications. New York, Wiley
Takane Y., Yanai H. (1999). On oblique projectors. Linear Algebra and Its Applications 289: 297–310
Tian Y. (2004). On mixed-type reverse-order laws for the Moore-Penrose inverse of a matrix product. International Journal of Mathematics and Mathematical Sciences 58, 3103–3116
Tian Y., Styan G.P.H. (2001). Rank equalities for idempotent and involutory matrices. Linear Algebra and Its Applications 335, 101–117
Tian, Y., Takane, Y. (2007a). On sum decompositions of weighted least-squares estimators under the partitioned linear model. Communications in Statistics: Theory and Methods (in press)
Tian, Y., Takane, Y. (2007b). Some properties of projectors associated with the WLSE under a general linear model. Journal of Multivariate Analysis (in press)
Yanai H., Takane Y. (1992). Canonical correlation analysis with linear constraints. Linear Algebra and Its Applications 176, 75–82
Author information
Authors and Affiliations
Corresponding author
About this article
Cite this article
Tian, Y., Takane, Y. On V-orthogonal projectors associated with a semi-norm. Ann Inst Stat Math 61, 517–530 (2009). https://doi.org/10.1007/s10463-007-0150-4
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10463-007-0150-4