Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2006/ib/paper-3/19d/a/solution
Past exam of the mathematics course of the University of Cambridge 2006 ib Paper 3 19D a Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
A full QR decomposition of a real by matrix with writeswhere is an orthogonal by matrix and is upper triangular by . In the full-column-rank case is invertible. Equivalently the reduced factorization is with . Householder transformations can construct the full factorization.
Let with . Since orthogonal transformations preserve the Euclidean norm,Therefore the linear least-squares problem has the full-rank solutionBack substitution solves this triangular system without forming . If the matrix is rank deficient, use a rank-revealing pivoted factorization and minimize over its independent columns; the minimizer need not be unique. The original PDF minimizes over ; the converted TeX's minimization over is a transcription error.
New to topics? Read the docs here!