Let $P=\frac{\underline{x}\underline{x}^{T}}{\underline{x}^{T}\underline{x}}$ be an $n×n (n>1)$ matrix, where $\underline{x}$ is a nonzero column vector. Then which one of the following statement is False?
- P is idempotent
- P is Orthogonal
- P is symmetric
- Rank of P is one
As $\underline{x}$ is a column vector should I assume it to be an $n×1$ column vector in the given context then (from here I am not using underline to represent vector I used it because it was given in the question) $xx^T$ is $n×n$ matrix and $x^Tx$ is $1×1$ scalar while individually trying to see which option is False I did For P is idempotent $P^2=P$ $$P^2=\left(\frac{\underline{x}\underline{x}^{T}}{\underline{x}^{T}\underline{x}}\right)^2=\frac{\underline{x}\left(\underline{x}^{T}\underline{x}\right)\underline{x}^{T}}{\underline{x}^{T}\underline{x}\underline{x}^{T}\underline{x}}$$ now should I consider $x^Tx$ as a scalar and take it out and prove that the given matrix is idempotent? If it's true after this matrix can be shown symmetric easily implies $PP^T=PP$ which is equal to $P$ since idempotent so the matrix is not Orthogonal hence 2nd option is FALSE but what about the fourth option [Rank of P is one] how that can be true I don't know how to prove it. Any suggestions
The option: "$P$ is orthogonal" is false.
As you have observed $P$ is symmetric and $PP^T = P^2$. So proving P is idempotent (i.e. $P^2 = P$) will eliminate the choice P is orthogonal ($P^2 = I$).
In your equation $P^2 = \frac{x(x^Tx)x^T}{(x^Tx)(x^Tx)}$ take out the scalar $x^Tx$ and cancel with the denominator, you get $P^2=P$.
Rank of $P$ is number of linearly independent rows (or columns) of $P$, let us denote $x^T = r$ ($r$ is a row vector) and $r = x^T = \{ a_1, a_2, a_3, \cdots a_n \}$. Then $xx^T$ is a matrix with rows $a_1r,a_2r , \cdots$.
So all other rows depend on only one row. So the rank of $P$ is one.