WEBDec 13, 2018 · Theorem 6.11. Projection Matrix. Let W be a subspace of Rn. There is a unique n × n matrix P such that, for each column vector ~b ∈ Rn, the vector P~b is the projection of ~b onto W. The projection matrix can be found by selecting any basis {~a1,~a2,...,~ak} for W and computing P = A(ATA)−1AT, where A …