Consider a system of linear equations Ax=b with the following augmented coefficient matrix:
[A∣b]=10101−1−12−3102.
Let S=argminx∈C3∥Ax−b∥. That is, S consists of the vectors x∈C3 that minimize the standard norm (also known as 2-norm or ℓ2-norm) of the vector Ax−b∈C3. The square of the minimum standard norm of the vectors in S is ___.
參考答案與解析
911。
題目問的是 S 裡面的向量 x(也就是所有最小平方解)中,範數最小的那一個的範數平方,即最小範數最小平方解 ∥x+∥2,不是殘差 ∥Ax−b∥2。