Paper 2, Section II, C
Part IB, 2019
Define the linear least squares problem for the equation
where is a given matrix with is a given vector and is an unknown vector.
Explain how the linear least squares problem can be solved by obtaining a factorization of the matrix , where is an orthogonal matrix and is an uppertriangular matrix in standard form.
Use the Gram-Schmidt method to obtain a factorization of the matrix
and use it to solve the linear least squares problem in the case