Least Squares Estimation - Problem with Symbols

AI Thread Summary
The discussion centers on understanding the least squares estimation problem, specifically how to read the question regarding the minimizer x* of the function ƒ(x) = ||Ax - b||². Participants express confusion about the notation and set symbols used in the problem statement. The minimizer can be found when the function achieves its minimum value of 0, which occurs when Ax equals b, given that A has full rank. It's suggested that the textbook should provide guidance on deriving the minimizer. Overall, the conversation emphasizes clarifying the mathematical notation and the process of finding the minimizer in least squares problems.
Schnurmann
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Hi folks,
1. Homework Statement

I don't fully understand the question statement, how is it supposed to be read?
Question:
Give a formula for the minimizer x* (to be read as x-star) of the function ƒ:ℝn → ℝ, x → ƒ(x) = ||Ax-b||22, where A∈ℝm×n and b∈ℝm are given. You can assume that A has rank n. Justify your answer.

Homework Equations


How do i read the part where set symbols are mentioned?
 
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Okay i have another question:
How do we find the minimizer of a norm function?
 
Schnurmann said:
Hi folks,
1. Homework Statement

I don't fully understand the question statement, how is it supposed to be read?
Question:
Give a formula for the minimizer x* (to be read as x-star) of the function ƒ:ℝn → ℝ, x → ƒ(x) = ||Ax-b||22, where A∈ℝm×n and b∈ℝm are given. You can assume that A has rank n. Justify your answer.

Homework Equations


How do i read the part where set symbols are mentioned?
A is an m x n matrix, and b is an m-dimensional vector.
Schnurmann said:
Okay i have another question:
How do we find the minimizer of a norm function?
f(x) is always nonnegative, with a minimum value of 0, which occurs when Ax = b. Your textbook ought to have a discussion of how to find x in this case.
 
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