C H a P T E R § Methods Related to the Norm Al Equations
¡ ¢ £ ¤ ¥ ¦ § ¨ © © © © ¨ ©! "# $% &('*),+-)(./+-)0.21434576/),+98,:%;<)>=,'41/? @%3*)BAC:D8E+%=B891GF*),+H;I?H1KJ2.21K8L1GMNAPO45Q5R)S;S+T? =RU ?H1*)>./+EAVOKAPM ;<),5 ?H1G;P8W.XAVO4575R)S;S+Y? =Z8L1*)/[%\Z1*)]AB3*=,'Q;<)B=,'41/? @%3*)RAP8LU F*)BA(;S'*)Z)>@%3/? F*.4U ),1G;^U ?H1*)>./+ APOKAP;_),5a`Rbc`^dfeg`Rbih,jk=>.4U U )Blm;B'*)n1K84+o5R.EUp)B@%3*.K;q? 8L1KA>[r\0:D;_),1Ejp;B'/? A2.4s4s/+t8/.,=,' b ? A7.KFK84? l4)>lu?H1vs,+D.*=S;q? =>)m6/)>=>.43KA<)W;B'*)w=B8E)IxW=K? ),1G;W5R.K;S+Y? yn` `z? AW5Q3*=,'|{}84+-A_) =B8L1*l9? ;I? 891*)>lX;B'*.41Q`7[r~k8K{i)IF*),+NjL;B'*)71K8E+o5R.4U4)>@%3*.G;I? 891KA0.4s4s/+t8.*=,'w5R.BOw6/)Z.,l4)IM @%3*.K;_)7?H17A_8L5R)QAI? ;S3*.K;q? 8L1KA>[p1*l4)>)>lj9;B'*),+-)Q./+-)Q)SF*),1.Es4s4U ? =>.K;q? 8L1KA(?H1Q{R'/? =,'W? ;R? A s/+-)S:Y),+o+D)Blm;_8|;B'*)W3KAB3*.4Urc+HO4U 8,F|AS346KABs*.,=B)Q;_)>=,'41/? @%3*)BAB[&('/? A]=*'*.EsG;_),+}=B8*F*),+tA7? ;PM ),+-.K;q? F*)75R)S;S'K8ElAi{^'/? =,'Z./+-)R)K? ;B'*),+pl9?+D)B=S;BU OR84+k?H5Qs4U ? =K? ;BU O2+-),U .G;<)Bl7;_82;S'*)Q1K84+o5R.EU )>@%3*.G;I? 891KA>[ mWX(fQ - uK In order to solve the linear system 7 when is nonsymmetric, we can solve the equivalent system b b [¥K¦ ¡¢ £N¤ which is Symmetric Positive Definite. This system is known as the system of the normal equations associated with the least-squares problem, [ ¦ £N¤ minimize §* R¨©7ª§*«9¬ Note that (8.1) is typically used to solve the least-squares problem (8.2) for over- ®°¯± ±²³® determined systems, i.e., when is a rectangular matrix of size , .
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