This is as much a mathematics as an R question, in the "this should be easy but I don't
see it" category.
Assume I have a full rank p by p matrix V (aside: V = (X'X)^{-1} for a particular setup),
a p by k matrix B, and I want to complete an orthagonal basis for the space with distance
function V. That is, find A such that t(B) %*% V %*% A =0, where A has p rows and p-k
columns.
With V=identity this is easy. I can do it in 1-2 lines using qr(), lm(), or several other
tools. A part of me is quite certain that the general problem isn't more than 3 lines of
R, but after a day of beating my head on the issue I still don't see it. Math wise it
looks like a simple homework problem in a mid level class, but I'm not currently sure that
I'd pass said class.
If someone could show the way I would be grateful. Either that or assurance that the
problem actually IS hard and I'm not as dense as I think.
Terry T.
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