Engy-5310: Computational Continuum Transport Phenomena Spring 2021 UMass Lowell; Prof. V. F. de Almeida 07Feb21
$ \newcommand{\Amtrx}{\boldsymbol{\mathsf{A}}} \newcommand{\Bmtrx}{\boldsymbol{\mathsf{B}}} \newcommand{\Mmtrx}{\boldsymbol{\mathsf{M}}} \newcommand{\Imtrx}{\boldsymbol{\mathsf{I}}} \newcommand{\Pmtrx}{\boldsymbol{\mathsf{P}}} \newcommand{\Lmtrx}{\boldsymbol{\mathsf{L}}} \newcommand{\Umtrx}{\boldsymbol{\mathsf{U}}} \newcommand{\Smtrx}{\boldsymbol{\mathsf{S}}} \newcommand{\xvec}{\boldsymbol{\mathsf{x}}} \newcommand{\avec}{\boldsymbol{\mathsf{a}}} \newcommand{\bvec}{\boldsymbol{\mathsf{b}}} \newcommand{\cvec}{\boldsymbol{\mathsf{c}}} \newcommand{\rvec}{\boldsymbol{\mathsf{r}}} \newcommand{\fvec}{\boldsymbol{\mathsf{f}}} \newcommand{\mvec}{\boldsymbol{\mathsf{m}}} \newcommand{\gvec}{\boldsymbol{\mathsf{g}}} \newcommand{\zerovec}{\boldsymbol{\mathsf{0}}} \newcommand{\norm}[1]{\bigl\lVert{#1}\bigr\rVert} \newcommand{\transpose}[1]{{#1}^\top} \DeclareMathOperator{\rank}{rank} \newcommand{\Reals}{\mathbb{R}} \newcommand{\thetavec}{\boldsymbol{\theta}} $
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Demonstrate that the optimum $\tilde{\cvec}^*$ is also the optimum of the 2-norm of the residual vector, that is the conventional magnitude
\begin{equation*} \phi(\tilde{\cvec}^*) = \min\limits_{\cvec\,\in\,\Reals^n} \, \norm{\tilde{\rvec}(\cvec)}_2. \end{equation*}Therefore the least-squares method delivers the residual with smallest 2-norm.
Analytical mathematical proof:
is also the optimum of the minimum 3-norm of the residual vector, that is the conventional magnitude
\begin{equation*} \phi(\tilde{\cvec}^*) = \min\limits_{\cvec\,\in\,\Reals^n} \, \norm{\tilde{\rvec}(\cvec)}_3. \end{equation*}Therefore the least-cubes method delivers the residual with smallest 3-norm.
Analytical mathematical proof:
Analytical algorithm:
Answer: