Given the system of equations $Ax = b,$ with $A$ being a tall matrix, what is the $P$ which minimizes $\min_x(\|Ax − Pb\|_2)$?
2026-03-29 16:47:49.1774802869
Intepretation of this least square problem
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Since this is a convex function, you can just set the derivative to $0$ and calculate the corresponding $x$ vector. In other words, sovle for $$A^TAx = A^TPb$$