Let A+ be defined as in Exercise 10 and let P = AA+. Show that P2 =
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Exercise 10
Let A be an m × n matrix of rank n with singular value decomposition Uˆ‘VT. Let ˆ‘+ denote the n × m matrix
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and define A+ = Vˆ‘+ UT. Show that = A+b satisfies the normal equations ATAx = ATb.
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P AA UV T V U T U U T The matrix is an m m ...View the full answer
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