Formula for computing the least squares solution to a linear system

Created almost 9 years ago, updated about 8 hours ago

With reduced QR $A=QR$ and full column rank, solve the triangular system $R\hat x=Q^*b$. With rank deficiency, SVD gives the minimum-norm solution $\hat x=A^+b$ and all minimizers are $A^+b+\ker A$. Singular-value thresholds in floating-point arithmetic must reflect data and rounding-error scale.

Like how this is organised?

Build your own knowledge tree on knowen.md: notes, decisions and tasks in one connected markdown graph, shared with your team and your AI agents.