Repeatedly conducting an experiment to determine a physical relationship usually leads to an overdetermined linear system of equations. By considering an associated least squares problem, a generalised solution to the system of equations can be determined. The practical calculation can be efficiently performed by factorising matrices into a rotation and a triangular matrix.

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Least Squares Problems

  • Sören Bartels

摘要

Repeatedly conducting an experiment to determine a physical relationship usually leads to an overdetermined linear system of equations. By considering an associated least squares problem, a generalised solution to the system of equations can be determined. The practical calculation can be efficiently performed by factorising matrices into a rotation and a triangular matrix.