Nonzero eigenvalue and its eigenspace for a projector
Question
A square matrix is idempotent when . Suppose is a idempotent matrix that is diagonalisable and has nullity . Let be its only possible non-zero eigenvalue and the dimension of the corresponding eigenspace. Find .
Short answer
. If with , then , so and the non-zero one is . Diagonalisability splits into the -eigenspace (dimension ) and the -eigenspace, so and .
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Open the worked solutionLessons behind this question
- Eigenvalues and Eigenvectors: Ax = λx
- Simple Linear Regression: OLS Estimators and Geometry
- Multiple Linear Regression
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