2. Analysis of the Least Squares Problem
Society for Industrial and Applied Mathematics eBooks · 1995
The central point of this chapter will be an analysis of Problem LS based on a certain decomposition of an m × n matrix A in the form where H and K are orthogonal matrices. The definition of an orthogonal matrix and other linear algebraic concepts are summarized in Appendix A. Our interest in this general type of decomposition is motivated by the practicality and usefulness of certain specific computable decompositions of this type that are introduced in Chapters 3 and 4.