Question: ) Consider the LLS problem arg minx Ax y 2 2 . When A has full column rank, the solution is x = (AA) 1Ay,
) Consider the LLS problem arg minx Ax y 2 2 . When A has full column rank, the solution is x = (AA) 1Ay, which involves inverting AA. Express the condition number of AA in terms of the singular values of A. (b) The Tikhonov regularized solution is arg minx Ax y 2 2 x 2 2 = (AA I) 1Ay. Here we invert a different matrix. Express the condition number of that matrix in terms of the singular values of A and > 0. Verify that the regularized solution has a "better" condition number
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