In a least-squares problem to solve Ax = b, what set of equations is typically solved?
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Normal equations
The normal equations are given by AᵀAx = Aᵀb. They find the vector x that minimizes the squared Euclidean norm of the residual, effectively projecting b onto the column space of A.
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- To find the least-squares solution to the system Ax = b, what specific system of equations is typically solved?