Question
Let x and y be vectors of m elements. The least squares solution for a best-fit line for a plot of y versus x
Let x and y be vectors of m elements. The least squares solution for a best-fit line for a plot of y versus x is B = (X"X)-X"y where (a) Suppose you know the full singular value factorization X = UEV". Find an expres- sion for 3 in terms of U, E, and V. Hint: Only square matrices can be invertible. (b) Repeat part (a) using the reduced singular value factorization X = VT. %3!
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Linear Algebra with Applications
Authors: Steven J. Leon
7th edition
131857851, 978-0131857858
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