For a given square matrix A the predicted values of matrix B are:

predicted B=A(A'A)^(-1)A'B

why is the matrix C=A(A'A)^(-1)A' an idempotent and symmetric matrix? and is this matrix invertible?

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asked by Lisa
  1. Assuming (A'A) is invertible, then (A'A)-1 exists.

    By the property of inverse of product of matrices,
    =A-1 A'-1

    =A(A-1 A'-1)A'
    =(A A-1) (A'-1A')
    = (I) (I)
    after application of associativity and the properties of inverse of matrices.
    Since I is idempotent and invertible, so is C.

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    posted by MathMate
  2. The equation of the parabola which contains 2 points (1,1) and (-2,-2) and whose tangent at the point (1,1) has the slope k is y=1/3(A)x^2+1/3(B)x-2/3(C) Express A,B and C with k.Please solve this problem.please

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