Linear Algebra and Its Applications · Problem 3.3.1

Orthogonality — Gilbert Strang

Mathematics · least-squares-projection

Problem

Find the best least-squares solution x^\hat{x} to 3x=103x = 10, 4x=54x = 5. What error E2E^2 is minimized? Check that the error vector (10−3x^,5−4x^)(10 - 3\hat{x}, 5 - 4\hat{x}) is perpendicular to the column (3,4)(3, 4).

Related theory

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