While trying to prove that the left-inverse of A provided by the least-squares solution to y=Ax has the smallest Frobenius norm, I am stuck at a point which I describe below:
Let B be any left-inverse of a full-rank tall matrix A, i.e., BA=I. Let the QR-decomposition: A=QR. In this case, R is invertible since A is full-rank and Q has orthonormal columns as always.
I want to show that ‖. Any ideas? The rest of the proof to show that the least-squares left-inverse has the smallest Frobenius norm is in place and I will be done if I can show this.
No comments:
Post a Comment