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To solve the least squares problem min || 6 - Ax| one can use the normal equations (as discussed in lectures) AT Ac = AT6.
To solve the least squares problem min || 6 - Ax| one can use the normal equations (as discussed in lectures) AT Ac = AT6. However, this will be problematic when A is ill-conditioned. In this case one can consider the regularized normal equations (A" A+ y))xy = A6, where y> 0 is a regularization parameter. (a) Show that K(A) > K2(A" A+I), (b) Show that ||xx|2 0 is a regularization parameter. (a) Show that K(A) > K2(A" A+I), (b) Show that ||xx|2
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