Ref : Linear Algebra With Applications 4E, Otto Bretscher
Pearson - Linear Algebra with Applications, 4/E - Otto Bretscher
Chapter 5.4
There are detail proof with exercises
I need to show that the general least square formula "inv(HWH')H'W" is equivalent to another form.
I describe the problem in detail in the attached pdf file.
least_squares.pdf
I will greatly appreciate if anyone can tell me how to prove that equivalence, or at least give me a name of a book/paper(anything) which proves (or at least mentions) this equivalence.
thanx.
Ref : Linear Algebra With Applications 4E, Otto Bretscher
Pearson - Linear Algebra with Applications, 4/E - Otto Bretscher
Chapter 5.4
There are detail proof with exercises