How To Use Qr Decomposition To Solve Least Squares. ———————————————————————————————————— lu is for solving ax= bfor square matrices a. Replacing \( a = qr \), the normal equations now read:
Least square problems, qr decomposition, and svd decomposition 3 where the columns of q^ are orthonormal. You have an underdetermined system of equations, meaning that a lot of solutions x fulfill a x = b, so there is no error to minimize. I know that qr decomposition is a mean to solve a system $ax=b$ by doing $a = qr$ and then solving $qy = b$ and then $rx=y$.
