Fitting Data to Linear Combinations of Function.ppt

文档介绍：Fitting Data to binations of Function
of fit function and basis functions.
-squares Approximation with QR Factorization
Fitting binations of Functions (1)
Consider the fitting function
The basis functions
Fitting binations of Functions (2)
Fitting binations of Functions (3)
Fitting binations of Functions (4)
Fitting binations of Functions (5)
Fitting binations of Functions (6)
Least-squares Approximation with QR Factorization
Main goal:
Use QR factorization to solve the normal equation
What is QR factorization ?
That A be an m x n matrix with m > n. The QR factorization of A is
A = QR
where Q is an m x m orthogonal matrix
R is an m x n upper triangular
matrix
Example
If A is a 4 2 matrix. Its QR factorization looks like
A = Q R