Question: Let A be an m n matrix with singular value decomposition UVT and suppose that A has rank r, where r < n. Let

Let A be an m × n matrix with singular value decomposition U∑VT and suppose that A has rank r, where r < n. Let b ∈ Rm. Show that a vector x ∈ Rn minimizes ||b - Ax||2 if and only if
x = A+b + cr+1vr+1 + . . . + cnvn
where cr+1, . . . ., cn are scalars

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