4The Least Squares Solution
4.1 Linear Dependence and Rank
Think of a matrix 
(
as an ordered collection of columns. Write a partitioned representation in the form
where for 
the 
are 
‐vectors. Also let
and so consider the 
‐vector
The product 
can be viewed as a weighted sum of the columns of 
, with scalar weights given by the elements .
Now collect some important definitions.
- Consider the collection ...
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