Linear Algebra 6: One Row Can Own the Fit
Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. The diagonal of the projection matrix always sums to the number of columns, so average leverage is p/n and no data can change it — but nothing stops one row taking a whole unit....