Define the QR factorization of an m×n matrix A and explain how it can be used to solve the least squares problem of finding the x∗∈Rn which minimises ∥Ax−b∥ where b∈Rm,m>n, and the norm is the Euclidean one.
Define a Householder (reflection) transformation H and show that it is an orthogonal matrix.
Using a Householder reflection, solve the least squares problem for
A=⎝⎜⎜⎜⎜⎜⎛20000430007−121−2⎠⎟⎟⎟⎟⎟⎞,b=⎝⎜⎜⎜⎜⎜⎛9−731−1⎠⎟⎟⎟⎟⎟⎞
giving both x∗ and ∥Ax∗−b∥.