Re: Need help with method of least squares

On Aug 5, 1:11 pm, toni.lass...@xxxxxxxxx wrote:
You have an unknown 2x2 matrix, call it X, and three linear systems
of the type X u_i = v_i, i=1,2,3 where the vectors u_i and v_i are
known. Compile these vectors as column vectors of two 2x6 matrices,
call them U and V. Then you have six equations, which can be given
in matrix form as X U = V.

Ok, I understand what you are saying. but how to arrange the vectors
as 2 X 6 matrix when they are all 2 X 1 matrices ?

Multiply from the right with U' and get
X (UU') = VU'. This is the normal equation for the least-squares
problem and can be solved uniquely if U has full row rank. Solve for
each row of X in turn.

Ok so I need to calculate transpose of U for that.
What do you mean by full row ranks ?And what if U does not have full
row rank ? Or it will always have full rank so I don't need to bother

Btw what about the method I posted above ?
.