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{numerical-linear-algebra} questions involving algorithms for linear algebra computations.
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error bound for least square minimization
Let $X = [x_1 \cdots x_N] \in \mathbb{R}^{d \times N}$ and $ T= [t_1 \cdots t_N] \in \mathbb{R}^{1 \times N}$. Define
$$
E(w) = \text{tr}(T - w^TX)(T - w^TX)^T
$$
as least square energy. When definin …