Concern an m x n matrix A with a reduced sin- gular value decomposition, A = U

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Concern an m x n matrix A with a reduced sin- gular value decomposition, A = UDVrT, and the pseudoinverse A+ = Vr D–1UTr.

Given any b in Rm, adapt Exercise 28 to show that A+b is the least-squares solution of minimum length.


Data From Exercise 28

Concern an m x n matrix A with a reduced sin- gular value decomposition, A = UDVrT, and the pseudoinverse A+ = Vr D–1UTr.

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Linear Algebra And Its Applications

ISBN: 9781292351216

6th Global Edition

Authors: David Lay, Steven Lay, Judi McDonald

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