Rank One Matrices

Suppose we have two vectors $\mathbf u \in \mathbb R^m$ and $\mathbf v \in \mathbb R^n$. Then multiplication $\mathbf u \times \mathbf v^T$ gives us a matrix $A = \mathbf u \cdot \mathbf v^T$, $A \in \mathbb R^{m \times n}$

  • This multiplication produces rank-1 matrices


Rank 1 Matrices

$\mathbf u \times \mathbf v^T = \begin{bmatrix} a \\ b \\ c \end{bmatrix} \big[1 \ 2 \big] = \begin{bmatrix} 1a & 2a \\ 1b & 2b \\ 1c & 2c \end{bmatrix}$


Subspaces

This matrix $A$ is a special matrix:

  • all these rows lie on the same line
  • all these columns are same directions

Subspaces:


Projection Matrices

Suppose we want to project to a line $\mathbf u$

  • then the Projection Matrix $P$ is $P = \cfrac{\mathbf u \mathbf u^T}{\| \mathbf u\|^2} = \mathbf u \mathbf u^T$
  • if $\mathbf u$ is a unit vector, e.g. $\| \mathbf u \|^2 = 1$
  • then the projection matrix is just an outer product of $\mathbf u$ with itself


Sources

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