Sunday, November 30, 2008

ill-conditioned is a least-squares problem

In same cases, the normal equations for a least-squares problem can be ill-conditioned; that is, small errors in the calculations of the entries of ATA can sometimes cause relatively large errors in the solution ˆx. If the columns of A are linearly independent, the least-squares solution can often be computed more reliably through a QR factorization of A.

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