Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 326 1 1 b Solution Created 2026-10-03 Updated 2026-10-06
For a bounded linear operator between Hilbert spaces, a least-squares solution of data is a minimizer of the residual norm:The minimum-norm least-squares solution is the one of smallest -norm among these minimizers. Equivalently it is the unique least-squares solution in . If the equation is consistent, this is the smallest-norm exact solution.
Let be the orthogonal projection onto . The orthogonal decomposition by a closed subspace givesThe first term has infimum zero by the definition of closure; that infimum is attained exactly if . This proves the least-squares existence criterion:They exist for every datum precisely when the range is closed. Once a solution exists, all solutions differ by elements of the closed null space, and projecting onto its orthogonal complement gives the unique minimum-norm solution.
For a counterexample to existence, take , , and . The range is dense, so the least residual infimum is zero; finite truncations realize residuals tending to zero. But an exact preimage would have every coordinate equal to one and would not belong to . Thus no least-squares minimizer exists for this datum.