Projection Matrix

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A projection matrix P is an n×n square matrix that gives a vector space projection from R^n to a subspace W. The columns of P are the projections of the standard basis vectors, and W is the image of P. A square matrix P is a projection matrix iff P^2=P.

A projection matrix P is orthogonal iff

 P=P^*,
(1)

where P^* denotes the adjoint matrix of P. A projection matrix is a symmetric matrix iff the vector space projection is orthogonal. In an orthogonal projection, any vector v can be written v=v_W+v_(W^_|_), so

 <v,Pw>=<v_W,Pw>=<Pv,w>.
(2)

An example of a nonsymmetric projection matrix is

 P=[0 1; 0 1],
(3)

which projects onto the line y=x.

The case of a complex vector space is analogous. A projection matrix is a Hermitian matrix iff the vector space projection satisfies

 <v,Pw>=<v_W,Pw>=<Pv,w>,
(4)

where the inner product is the Hermitian inner product. Projection operators play a role in quantum mechanics and quantum computing.

Any vector in W is fixed by the projection matrix Pw=w for any w in W. Consequently, a projection matrix P has norm equal to one, unless P=0,

 ||P||=sup_(|x|=1)|Px|>=1.
(5)

Let A be a C^*-algebra. An element p in A is called projection if p^*=p and p^2=p. For example, the real function f defined by f(x)=0 on G_1 and f(x)=1 on G_2 is a projection in the C^*-algebra C(X), where X is assumed to be disconnected with two components G_1 and G_2.

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