Eigen & SSCP: Project

A command to project the SSCP object onto the eigenspace of the Eigen object.

## Behaviour

Transform the SSCP object as if it was calculated in a coordinate system given by the eigenvectors of the Eigen object. This can be done as follows:

St = E′ S E, where

where E′ is the transpose of the matrix with eigenvectors E, S is the square matrix with sums of squares and crossproducts, and St the newly created square matrix. The dimension of St may be smaller than the dimension of S.

### Links to this page

- Discriminant & SSCP: Project
- PCA & Covariance: Project
- PCA & SSCP: Project