Assume that you are given a set of points and you want to find the regression line for this data. In other words, you are given a linear system Xa = Y with no solution and you want to find a vector a such that Xa is the vector in the column space of X closest to Y in the Euclidean norm. Explain how to solve this problem using a QR factorization of X.
Assume that you are given a set of points and you want to find the regression line for this data. In other words, you are given a linear system Xa = Y with no solution and you want to find a vector a such that Xa is the vector in the column space of X closest to Y in the Euclidean norm. Explain how to solve this problem using a QR factorization of X.
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
Problem 24EQ
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