線性代數›Ch7 內積空間
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2. 最小平方解、正交投影、最小範數
#LA-07-002難最小平方解正交投影最小範數

Consider a system of linear equations Ax=bAx = b with the following augmented coefficient matrix:

[A∣b]=(10−1101201−1−32)[A \mid b] = \begin{pmatrix} 1 & 0 & -1 & 1 \\ 0 & 1 & 2 & 0 \\ 1 & -1 & -3 & 2 \end{pmatrix}.

Let S=argmin⁡x∈C3∥Ax−b∥S = \operatorname{argmin}_{x\in\mathbb{C}^3} \|Ax-b\|. That is, SS consists of the vectors x∈C3x \in \mathbb{C}^3 that minimize the standard norm (also known as 2-norm or ℓ2\ell^2-norm) of the vector Ax−b∈C3Ax-b \in \mathbb{C}^3. The square of the minimum standard norm of the vectors in SS is ___.

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