Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ib/paper-2/19c/solution
Past exam of the mathematics course of the University of Cambridge 2019 ib Paper 2 19C Solution by
Codex 0 Created 2026-09-24 Updated 2026-09-29
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 yieldsIndeed, is an orthogonal matrix and . Moreover,Back substitution in the leading triangular system givesso the unique least-squares solution isThe unused final transformed residual component is , so the minimum residual norm is .
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