**Unformatted text preview: **sense, i.e. that minimizes ∑ n i =1 ( y i-a-bx i ) 2 . 3. Projections (a) Check that A ( A * A )-1 A * deﬁnes an orthogonal projector (assume that A * A is invertible). What does this project onto? (b) Check that A * ( AA * )-1 A also deﬁnes an orthogonal projector (assume that AA * is invertible). What does this project onto? 4. Exercise 4.4, Chapter 4 of Trefethen-Bau (justify your answer). 5. Exercise 5.4, Chapter 5 of Trefethen-Bau. 1...

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- Fall '09
- Least Squares, Linear Regression, Regression Analysis, Yi