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$$AX = B$$

where $A$, $X$, $B$ are general matrices with compatible dimensions. Does

$$\hat{X} := A^+ B$$

minimize $\| AX - B \|_2$ or $\| AX-B \|_F$? Or both?

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1 Answer 1

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It minimizes the Frobenius norm.

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  • $\begingroup$ Thanks. I just realize I had your book on my shelf. $\endgroup$ Commented May 14, 2018 at 22:24

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