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I'd guess a QR decomposition is better than solving the normal equations and faster than SVD.

There are some class notes that compare the three approaches.

Also: The QR decomposition for least-squares solution of overdetermined linear systems has been previously discussed herepreviously discussed here.

I'd guess a QR decomposition is better than solving the normal equations and faster than SVD.

There are some class notes that compare the three approaches.

Also: The QR decomposition for least-squares solution of overdetermined linear systems has been previously discussed here.

I'd guess a QR decomposition is better than solving the normal equations and faster than SVD.

There are some class notes that compare the three approaches.

Also: The QR decomposition for least-squares solution of overdetermined linear systems has been previously discussed here.

Added link to earlier SciComp thread (related)
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hardmath
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I'd guess a QR decomposition is better than solving the normal equations and faster than SVD.

There are some class notes that compare the three approaches.

Also: The QR decomposition for least-squares solution of overdetermined linear systems has been previously discussed here.

I'd guess a QR decomposition is better than solving the normal equations and faster than SVD.

There are some class notes that compare the three approaches.

I'd guess a QR decomposition is better than solving the normal equations and faster than SVD.

There are some class notes that compare the three approaches.

Also: The QR decomposition for least-squares solution of overdetermined linear systems has been previously discussed here.

Source Link
hardmath
  • 3.5k
  • 2
  • 21
  • 41

I'd guess a QR decomposition is better than solving the normal equations and faster than SVD.

There are some class notes that compare the three approaches.