roblem
(Quadratic form minimum) Suppose the matrix
is symmetric and positive definite. We consider the problem
The problem (
Quadratic form minimum
)
always have a unique solution, see the proposition
(
Unbounded existence result
). In
addition,
if
then


(Connection between SLA and minimization)

Indeed,
In addition, we
have
see the formula (
Error and residual
).
