[R] Solving least squares with Frobenius norm using Cholesky decomposition.

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Hi people, I'm really interested in solving this problem I would really appreciate some hints. Here is what I have tried so far:

For section (a): Is there any mathematical proof for this part? My idea is that To estimate (h\_i\*), the optimization only involves the (i)-th row of (H), the corresponding (i)-th row of (Y), and the known pilot signals. The other rows of (H) do not appear in this specific optimization problem. Therefore, solving for …

least machinelearning norm optimization part people squares