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Least-squares existence criterion

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Inverse problem Normal equation for a linear inverse problem Least-squares solution of a linear inverse problem
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For a bounded linear operator K:U→V between Hilbert spaces, a least-squares solution for f exists exactly when PR(K)​​f∈R(K), equivalently f∈R(K)⊕R(K)⊥. Indeed the orthogonal projection onto the closure uniquely minimizes distance to that closed space, and it can be realized by Ku exactly under this condition. Thus all data admit least-squares solutions exactly when the range is closed.

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  1. Least-squares solution of a linear inverse problem
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  • Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 326 / 1 / 1 / b / Solution

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