Find a least-squares solution of Ax = b
Find a least-squares solution of Ax = b for
Solution:
The least-squares solution of Ax = b is the vector x that minimizes the norm of the residual vector, defined as r = b - Ax.
To find the least-squares solution, we can set the derivative of the residual vector norm with respect to x equal to zero and solve for x. This results in the equation:
`A^T(b - Ax) = 0`
`A^T A x = A^T b`
`x = (A^T A)^-1 A^T b`
To calculate this solution, we first need to find the transpose of A, which is:
Next, we need to find the product of `A^T A`, which is:
Next, we need to find the product of `A^T b`, which is:
We then need to find the inverse of `(A^T A)`, which is:
Finally, we can find the least-squares solution by taking the product of `(A^T A)^-1` and `A^T b`:
So the least-squares solution of Ax = b for the given matrix and vector is
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