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Distance to a column space

Linear algebraHard

Let and . What is the squared distance from to the column space of ? Give a fraction in lowest terms.

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A whole number, a decimal, a fraction like 3/8 or a percent.

Hint

The closest point of the column space is the least squares fit, and what is left over is orthogonal to every column.

Solution
  1. The closest point is , where solves the normal equations and .
  2. From the first, ; substituting into the second gives , so and .
  3. The closest point is , so the residual is .
  4. Its squared length is .

Answer: