Let Pg be the matrix whose columns are the vectors in B. Show that PEPB is the n x n identity matrix. (Hint: When you multiply EPg, use that the columns of PB are eigenvectors. When you multiply P(EPg) relate the entries in the resulting matrix to dot products, as in the proof of Theorem 6 from Section 6.2.)

Linear Algebra: A Modern Introduction
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ISBN:9781285463247
Author:David Poole
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Chapter7: Distance And Approximation
Section7.1: Inner Product Spaces
Problem 10AEXP
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How do I show that it is equal to the identity matrix?
Let Pg be the matrix whose columns are the vectors in B. Show that PEPg is the n x n
identity matrix.
(Hint: When you multiply EPB, use that the columns of PB are eigenvectors. When you
multiply P(EPg) relate the entries in the resulting matrix to dot products, as in the proof of
Theorem 6 from Section 6.2.)
Transcribed Image Text:Let Pg be the matrix whose columns are the vectors in B. Show that PEPg is the n x n identity matrix. (Hint: When you multiply EPB, use that the columns of PB are eigenvectors. When you multiply P(EPg) relate the entries in the resulting matrix to dot products, as in the proof of Theorem 6 from Section 6.2.)
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