On the relationship between the method of least squares and Gram–Schmidt orthogonalization
Keywords:
Gram-Schmidt orthogonalization, Least Squares method, linear models, orthogonal projection, simple regression, Steiner's theorem
Abstract
A method for solving Least Squares Problems is developed which automatically results in the appearance of the Gram–Schmidt orthogonalizers. Given these orthogonalizers an induction-proof is available for solving Least Squares Problems.
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