$$AX = B$$
where $A$, $X$, $B$ are general matrices with compatible dimensions. Does
$$\hat{X} := A^+ B$$
minimize $\| AX - B \|_2$ or $\| AX-B \|_F$? Or both?
$$AX = B$$
where $A$, $X$, $B$ are general matrices with compatible dimensions. Does
$$\hat{X} := A^+ B$$
minimize $\| AX - B \|_2$ or $\| AX-B \|_F$? Or both?
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It minimizes the Frobenius norm.