Is projection matrix and orthogonal projection matrix means same or they are different?
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In general, a projection matrix is any matrix $P$ that satisfies $P^2=P$. All orthogonal projections satisfy this property, but there are indeed projections which are not orthogonal.
The easiest way to see this is perhaps geometryically. Consider, say, the projection on $\mathbb{R}^2$ onto the $x$-axis that is parallel to the line $y=x$.
Fimpellizzeri
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A projection is orthogonal if and only if it is self-adjoint. If a projection matrix is not orthogonal, it is sometimes called an oblique projection.
Ralff
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