Solved: Let A be an m n matrix with singular value decomposition U_V T , and suppose

Chapter 7, Problem 10

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Let A be an m n matrix with singular value decomposition U_V T , 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. 1

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