In: Advanced Math
Explain how you can solve the following problems using the QR factorization.
(a) Find the vector x that minimizes ||Ax − b1||^2 + ||Ax − b2||^2 . The problem data are the m × n matrix A and two m-vectors b1 and b2. The matrix A has linearly independent columns. If you know several methods, give the most efficient one.
(b) Find x1 and x2 that minimize ||Ax1 − b1||^2 + ||Ax2 − b2||^2 . The problem data are the m × n matrix A, and the m-vectors b1 and b2. The matrix A has linearly independent columns.