Equiangular direction in least angle regression ($u=X_A^{s}w,w=\alpha G_A^{-1}1,\alpha =(1^T{G}_A^{-1}1{)}^{-1/2}$)

With signed active covariate columns $X_A^s=(s_j{x}_j{)}_{j\in A}$ and their positive-definite Gram matrix $G_A=(X_A^s{)}^T{X}_A^s$, the displayed direction has unit norm and $(X_A^s{)}^{T}u=\alpha 1$. Thus it makes equal angles with unit-length signed active covariates, and movement along it reduces their signed residual correlations at the common rate $\alpha$. The regression coefficient direction is $d_A=\mathrm{diag}(s_A)w$, with inactive components zero.