Linear Algebra and Its Applications, Exercise 3.2.13

Exercise 3.2.13. For a projection matrix P = aa^T/a^Ta show that the sum of the diagonal entries of P (the “trace” of P) always equals one.

Answer: For a = \left( a_1, a_2, \dots, a_n \right) the diagonal entries of P = aa^T/a^Ta are a_1^2 / (a^Ta), a_2^2 / (a^Ta), through a_n^2 / (a^Ta) so that the trace of P is

\left( a_1^2 + a_2^2 + \cdots + a_n^2 \right) / (a^Ta) = a^Ta / (a^Ta) = 1

UPDATE: Corrected the formulas for the diagonal entries of 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.

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