Solution

ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2010/a/1/e/solution

Let be the matrix rank, and partition the right singular vectors as , with consisting of the columns associated with zero singular values. From , these columns form an orthonormal basis of the nullspace. Therefore its orthogonal projector is
It acts on the input space . Symmetry and idempotence follow from . At full column rank it is zero, and at rank zero it is the identity.

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