Question: (Generalized Pythagorean Theorem) Let A he a nonsingular symmetric matrix such that z'Az > 0 for all ze RN, z0. Confirm that X'AX is nonsingular

(Generalized Pythagorean Theorem) Let A he a nonsingular symmetric matrix such that z'Az > 0 for all ze RN, z0. Confirm that X'AX is nonsingular and that

if = Col(X). (y)A(y p) y (I-PxLAX) A (I - PXLAX) y

if = Col(X). (y)A(y p) y (I-PxLAX) A (I - PXLAX) y +[PXLAX (y-M)]'A [PXLAX (y - p)]

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