Question: Show that for any N K matrix X where K N, P 1 = P Z k (k = 1,..., K) is unchanged

Show that for any N × K matrix X where K ≤ N, P1 = PZk (k = 1,..., K) is unchanged by replacing

(2.14) with (2.15) in the construction of a full-column rank matrix ZX such that Col(ZX) = Col(X).

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