Textbook: “Matrix algebra useful for statistics”, Searle
2.2 Idempotent Matrices: Definition of idempotent matrices: A square matrix K is said to be idempotent if . Properties of idempotent matrices: for r being a positive integer. is idempotent. If and are idempotent matrices and . Then, is idempotent. [proof:] 1. For. Suppose is true, then . By induction, for r being any positive integer. 2. 3 ... ................
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