Solution
= Solution
For an <orthogonal projection matrix> $P=P^\dagger=P^2$,
$$
(x,Px)
=x^\dagger P^\dagger Px
=(Px)^\dagger(Px)
=\lVert Px\rVert^2\geq0.
$$
\b[Thus $P$ is a <positive semidefinite matrix>.]
= Solution
For an <orthogonal projection matrix> $P=P^\dagger=P^2$,
$$
(x,Px)
=x^\dagger P^\dagger Px
=(Px)^\dagger(Px)
=\lVert Px\rVert^2\geq0.
$$
\b[Thus $P$ is a <positive semidefinite matrix>.]