A command to project the columns of the Matrix object onto the eigenspace of the Eigen object.

Setting

Number of dimensions

defines the dimension, i.e., the number of rows, of the resulting Matrix object.

Algorithm

Project each column of the Matrix on the coordinate system given by the eigenvectors of the Eigen object. This can be done as follows:

y_ij is the j-th element of the i-th row of the result, e_ik is the k-th element of the i-th eigenvector, z_kj is the k-th element of the j-th column of the selected Matrix object, and dimension is the number of elements in an eigenvector.