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P 1 = [ 1 0 0 0 1 0 0 0 0 ] = projection matrix onto the column space of A (the xy plane) P 2 = [ 0.5 0.5 0 0.5 0.5 0 0 0 1 ] = Projection matrix A ( A T A ) − 1 A T onto the second column space. Certainly ( P 2 ) 2 = P 2 . A true projection matrix.