[笔记] Convex Optimization 2015.09.30

Let ∇f(x)=2ATAx−2ATb=0 , then x=(ATA)−1ATb (ATA)−1AT is Moore-Penrose Pseudoinverse.web SVD(Singular value decomposition) A=UΣVT,A∈Rm×n,U∈Rm×r,Σ∈Rr×r,VT∈Rr×n,r=rank(A) U is orthogonal basis of col(A)

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