Idempotency of linear combinations of two idempotent matrices

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The authors give a complete solution for the problem of characterizing all situations, where a linear combination \(P=c_1P_1 +c_2P_2\) of two different idempotent matrices \(P_1\) and \(P_2\) is also an idempotent matrix. They point out a statistical interpretation of this idempotency problem.




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