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  3. let a be an m x n matrix and be r. suppose that th

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

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Algebra

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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 isx = Alb. Also, prove that the orthogonal projection of b onto the column space of A isAATb.

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