Answer to Question #24337 in Linear Algebra for Jacob Milne

Question #24337

Show that, for any vector z in C^J, the member of H_i closest to z is x having the entries:
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x_j = z_j + a_i^(-1)A_ij(b_i - (Az)_i),

where a_i = The sum from j=1 to J of |A_ij|^2.

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