An Efficient Approach to the Linear Least Squares Problem
Knarik Tunyan, Karen Egiazarian, A. D. Tuniev, Jaakko T. Astola · SIAM Journal on Matrix Analysis and Applications · 2004
In this paper we present a partially orthogonal decomposition for a matrix A. Using this decomposition the linear least squares problem is reduced to solving two linear systems. The matrix of the first system is symmetric and positive definite, and the matrix of the second system is nonsingular upper triangular. We show that this approach can provide computational savings.