Maths
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| 🇬🇧 | 🇬🇧 |
| Projection Matrix | Given by |
| M x n | Rows by columns |
| Lower triangular | Values at bottom |
| Upper triangular | Values at top |
| Matrix not square for best fit? | Try timsing by AT |
| Inverse equal to transpose | When orthogonal AND unit vectors - (then matrix is just a rotation) |
| Probability of a variable being between 2 values | Integrate prob density function, f(x) between 2 values |
| Variance of standard gaussian | Equals 1 and is |