The least-squares fit Ax∗ is identified with the orthogonal projection of b onto C(A) because the goal of least squares is to find the vector in the subspace C(A) that is closest to b. A fundamental geometric property of subspaces states that the unique closest point in a subspace to an external vector is its orthogonal projection.
Conditions: C(A) is a subspace of Rn; b∈Rn; Distance is measured by the Euclidean norm
The least-squares fit Ax∗ is identified with the orthogonal projection of b onto C(A) because the goal of least squares is to find the vector in the subspace C(A) that is closest to b. A fundamental geometric property of subspaces states that the unique closest point in a subspace to an external vector is its orthogonal projection.
Conditions: C(A) is a subspace of Rn; b∈Rn; Distance is measured by the Euclidean norm
The orthogonal projection of y onto the line spanned by a nonzero vector v is given by the formula v⋅vy⋅vv. This formula scales the vector v by the ratio of the dot product of y and v to the dot product of v with itself.
Conditions: The vector v must be nonzero.; The projection is onto the line spanned by v.
The orthogonal projection of y onto the line spanned by a nonzero vector v is given by the formula v⋅vy⋅vv. This formula scales the vector v by the ratio of the dot product of y and v to the dot product of v with itself.
Conditions: The vector v must be nonzero.; The projection is onto the line spanned by v.