Least Squares Method

Question 1

What is the formula for the least squares solution of x, where x is the least squares solution?

Answer 1

AtAx = Atb

Question 2

How is QR factorisation used to solve the least squares method?

Answer 2

Rx = Qtb

Question 3

Why does QR factorisation help with the least squares method?

Answer 3

Because R is upper triangular, back substitution is possible, making Rx = Qtb easy to solve.