Paper 2, Section II, C
Define the linear least squares problem for the equation
where is a given matrix with is a given vector and is an unknown vector.
Explain how the linear least squares problem can be solved by obtaining a factorization of the matrix , where is an orthogonal matrix and is an uppertriangular matrix in standard form.
Use the Gram-Schmidt method to obtain a factorization of the matrix
and use it to solve the linear least squares problem in the case
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