Homepage › Solution manuals › Gilbert Strang › Linear Algebra and Learning from Data › Exercise 2.2.6
We want to prove Ha = r, let’s prove that Ha − r = 0, we have
We only need to prove that (a − r)(a − r)T(a + r) = 0. Expand the products and apply aTa = rTr, we have
The second to last step, we have used aTr = rTa since it’s scalar.