Projection matrices and the sweep operator

Abstract

These notes have been adapted from an undergraduate course given by Professor Alan James at the University of Adelaide from around 1965 and onwards. This adaption has put a focus on the definition of projection matrices and the sweep operator. These devices were at the heart of the development of the statistical package Genstat which initially focussed on the analysis of variance using the sweep operator. The notes provide an algebraic background to the sweep operator which has since been used to effect in a number of experimental design settings.