EE103 (Fall 2011-12) 9. QRfactorization - Home — UCLA Engineering
Least-squaresmethods minimize kAx−bk2 (Ais m×nand left-invertible) normalequations ATAx=ATb • method 1: solve the normal equations using the Cholesky factorization • method 2: use the QR factorization method 2 has better numerical properties; method 1 is ...