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 vector x∗∈Rn which minimises ∥Ax−b∥, where b∈Rm,m>n, and the norm is the Euclidean one.
Define a Givens rotation Ω[p,q] and show that it is an orthogonal matrix.
Using a Givens rotation, solve the least squares problem for
A=⎣⎢⎢⎢⎡200014301120⎦⎥⎥⎥⎤,b=⎣⎢⎢⎢⎡2312⎦⎥⎥⎥⎤
giving both x∗ and ∥Ax∗−b∥.