Vetor derivative

Normal Equation : Vector derivative를 이용한 유도

OLS (Ordinal Least Square)에서 approximation of solution $\hat{\textbf{x}}$는 다음을 만족해야 함. $$\begin{aligned} \hat{\textbf{x}} &= \text{arg } \underset{\text{x}}{\text{min}} \Vert \textbf{b}-A\textbf{x} \Vert\\ &=\text{arg } \underset{\text{x}}{\text{min} } \Vert \textbf{b}-A\textbf{x} \Vert ^2\\ &=\text{arg } \underset{\text{x}}{\text{min} } (\textbf{b}-A\textbf{x} )^T(\textbf{b}-A\textbf{x})\\ &=\t..