Least squares and orthogonal residuals
The minimizers of ‖Ax−b‖₂² satisfy Aᵀ(Ax−b)=0, so their residual is orthogonal to the column space.
Key knowledge
The minimizers of ‖Ax−b‖₂² satisfy Aᵀ(Ax−b)=0, so their residual is orthogonal to the column space. Full column rank makes the minimizer unique; with thin QR it can be found by Rx=Qᵀb.
Conditions and scope
- A and b are finite real data with compatible dimensions.
- Rank-deficient problems can have several coefficient solutions; explicitly forming normal equations can magnify conditioning.
Sources · 1
References
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Evidence and review
Section 3.2 normal-equation theorem, geometric interpretation and numerical caveat; QR substitution is the stated algebraic factorization consequence.
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