Question:
Let A be an m x n matrix and be R”. Suppose that the column
Last updated: 8/9/2022
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Let A be an m x n matrix and be R”. Suppose that the column vectors of A form an orthonormal set in RM. Show that the solution of the least squares problem Ax = b is x = Alb. Also, prove that the orthogonal projection of b onto the column space of A is AATb.