On Wed, Sep 8, 2010 at 2:52 AM, James <vuda...@gmail.com> wrote:
>
> Hi experts,
>
> I have a subspace represented as matrix of basic vectors and I want to
> project a vector on that subspace. Does R have any function that help me to
> do so?
>

The projection of vector y onto the space spanned by the columns of X
is fitted(lm.fit(X, y)) .
Although not numerically optimal it can also be written:
X %*% solve(crossprod(X, X), crossprod(X, y))

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