Exercise 19.2.13 (LawsonHanson Algorithm) It is known that any A Rmn can be decomposed as A= QTR
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Exercise 19.2.13 (Lawson–Hanson Algorithm) It is known that any A∈ Rm×n can be decomposed as A= QTR such that Q∈ Rm×m is orthogonal and R∈ Rm×n is zero below the main diagonal. This is called the QR decomposition. Solve the LS problem with linear constraints by using the QR decomposition instead of the SVD.
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Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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