Least Squares Problems
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Least squares problems appear very naturally when one would like to estimate values of parameters of a mathematical model from measured data which are subject to errors (see quote above). They appear however also in other con- texts, and form an important subclass of more general optimization problems, see Chapter 12. After several typical examples of least squares problems, we start in Section 6.2 with the linear least squares problem and the natural solution given by the normal equations.
KeywordsSingular Value Decomposition Normal Equation Orthogonal Matrix Frobenius Norm Descent Direction
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