Characterization of the Oblique Projector $U(VU)^+V$ with Application to Constrained Least Squares

Abstract

We provide a full characterization of the oblique projector $U(VU)^+V$ in the general case where the range of $U$ and the null space of $V$ are not complementary subspaces. We discuss the new result in the context of constrained least squares minimization.