March 2026
Intermediate
432 pages
21h 5m
English
Suppose we are interested in solving a system of linear equations
in a context where
is an invertible matrix which is known exactly and
is a vector which is known through some kind of observational process which is subject to error. That is, there is a true value of
and an observed value of
which we write
where
is some vector representing the observational error (
is the difference between the true value of
and the value of resulting from our observational process).
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