Question: least square problems 19. Let A be an m x n matrix, b an m-vector, and a > 0. Using the Euclidean norm, define F(x)

least square problems

least square problems 19. Let A be an m x n matrix,

19. Let A be an m x n matrix, b an m-vector, and a > 0. Using the Euclidean norm, define F(x) = |Ax - bliz + allall2 Prove that F(a) is a minimum when a is a solution of the equation (A' At al)x = Arb Prove that when x is so defined, F(ath) = F(x) + (Ah)' Ah + ahTh

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