Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ib/paper-2/19c/solution

The linear least-squares problem is to choose minimizing the Euclidean norm of the residual:
For a QR decomposition , orthogonality of gives . If has full column rank and is in standard form with invertible upper-triangular , the minimizer solves .
Applying the Gram-Schmidt process to the columns of the given matrix yields
Indeed, is an orthogonal matrix and . Moreover,
Back substitution in the leading triangular system gives
so the unique least-squares solution is
The unused final transformed residual component is , so the minimum residual norm is .

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