Linear Algebra and Its Applications, Exercise 3.2.9

Exercise 3.2.9. Consider the projection matrix $P = aa^T/a^Ta$ that projects onto a line. Show that $P^2 = P$ .

Answer: Note that $a^Ta$ is a scalar (the inner product of $a$ with itself) and $aa^T$ is a matrix. We have

$P^2 = \left(aa^T/a^Ta\right)^2 = \left(1/a^Ta\right)^2 \left(aa^T\right)^2$

$= \left(1/a^Ta\right)^2 \left(aa^Taa^T\right) = \left(1/a^Ta\right)^2 a\left(a^Ta\right)a^T$

$= \left(1/a^Ta\right)^2 \left(a^Ta\right)aa^T = \left(1/a^Ta\right) aa^T$

$= aa^T/a^Ta = P$

NOTE: This continues a series of posts containing worked out exercises from the (out of print) book Linear Algebra and Its Applications, Third Edition by Gilbert Strang.

If you find these posts useful I encourage you to also check out the more current Linear Algebra and Its Applications, Fourth Edition, Dr Strang’s introductory textbook Introduction to Linear Algebra, Fourth Edition and the accompanying free online course, and Dr Strang’s other books.