Approximation and fitting
6.1 Norm approximation
6.1.1 Basic norm approximation problem
The simplest norm approximation problem is an unconstrained problem of the form
where A ∈ Rm×n and b ∈ Rm are problem data, x ∈ Rn is the variable, and · is a norm on Rm. A solution of the norm approximation problem is sometimes called an approximate solution of Ax ≈ b, in the norm · . The vector
is called the residual for the problem; ...