Least Squares and Orthogonal Projection

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Least Squares and Orthogonal Projection

When Ax=bAx=b is inconsistent, least squares finds the vector AxAx closest to bb by projecting onto the column space. The residual is orthogonal to every column: AT(Ax^b)=0A^T(A\hat x-b)=0. The distinction between a formal hypothesis and an intuitive picture is made explicit so that calculations can be justified, not merely patterned.

Worked reasoning

  1. Orthogonality of the residual gives AT(Ax^b)=0A^T(A\hat x-b)=0.
  2. Rearrange to the normal equations.

Which equations define a least-squares solution?

Which statement best captures the central mathematical idea in Least Squares and Orthogonal Projection?

When starting a problem about Least Squares and Orthogonal Projection, which move is most reliable?

Which statement is a misconception that must be rejected when working with Least Squares and Orthogonal Projection?