Why does T†w make ‖Tv − w‖ as small as possible, and why has it the smallest norm among all best fits?
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Best fit:
State part (a) with its equality case , then write as a term plus a term and apply the Pythagorean theorem.
Smallest norm: among best-fit vectors
State part (b) with its equality case, then split into a term and a term and apply the Pythagorean theorem.
Computing for
Find and a basis of , set up and solve the four equations to reach , and check that .