Let A be an m x n matrix and be R”. Suppose that the column

Last updated: 8/9/2022

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.