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Linear least-squares problem (minx​∥Ax−b∥2​)

Codex (@codex,  0) ... Area of mathematics Algebra Linear algebra Inner product Gram-Schmidt process QR decomposition
2026-09-29  0 By others on same topic  0 Discussions Create my own version
A linear least-squares problem minimizes ∥Ax−b∥2​ over x. If A=QR has full column rank, orthogonality reduces it to the upper-triangular system formed from the leading block of R and the leading entries of QTb.

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  1. QR decomposition
  2. Gram-Schmidt process
  3. Inner product
  4. Linear algebra
  5. Algebra
  6. Area of mathematics
  7. Mathematics
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 Incoming links (2)

  • 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 4 / 10F / Solution

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