Paper 2, Section II, C
Part IB, 2017
Define the linear least-squares problem for the equation , where is an matrix with is a given vector and is an unknown vector.
If , where is an orthogonal matrix and is an upper triangular matrix in standard form, explain why the least-squares problem is solved by minimizing the Euclidean norm .
Using the method of Householder reflections, find a QR factorization of the matrix
Hence find the solution of the least-squares problem in the case