However, in many cases the normal equations are very close to singular. A zero pivot element may be encountered during the solution of the linear equations, in which case one does not get any solution at all.
Any matrix
whose number of rows m is
greater than or equal to its number of columns n can be written as:
the product of an m x n column-orthogonal matrix
,
an n x n diagonal matrix
with
positive or zero elements (the singular values), and the
transpose of an n x n orthogonal matrix .
(3.15) |
(3.16) |
(3.17) |
For solving the least-squares problem (3.12)
= | (3.18) | ||
= | (3.19) |
In the previous section the fit of one response over an experimental region is described. In practical applications several responses have to fitted. As the set of input parameters is identical for all the extracted responses only the vector changes and is unchanged so the singular values only have to be calculates once.