Recall the least squares problem for Ax b Let x denote its optimal solution, let e b Ax be the error vector at optimality, and let p Ax Is the error vector e orthogonal to b or p or x Show that e 2 equals e T b which equals b T b p T b This is the smallest total error E

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Recall the least squares problem for Ax   b  Let x denote its optimal solution, let e    b Ax be the error vector at optimality, and let p    Ax  Is the error vector e orthogonal to b or p or x  Show that   e  2 equals e T b which equals b T b   p T b  This is the smallest total error E

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Question: Recall the least squares problem for Ax = b. Let x denote its optimal solution, let e := b Ax be the error vector at

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