I have been working with projection matrices lately and I have one additional question:
Is it true a statement that
linear combination of identity matrix $I$ of rank $n$ and any projection matrix $P$ of rank less than $n$ where coefficients are positive i.e. matrix $A = {\alpha}I+{\beta}P$, with $ {\alpha}>0, {\beta}>0 ,$
has always rank $n$ ?If so how to prove it?
If so the same is true of course for powers $A^m$.
Saying that $\alpha I+\beta P$ has rank $n$ is the same as saying that $P-\lambda I$ has rank $n$, where $\lambda=-\alpha/\beta$, that is, that $\lambda$ is not an eigenvalue of $P$. What are the eigenvalues of a projection matrix? Hint: $P^2=P$.