Using For Solution To Linear Inverse Problems
Compared to the direct matrix inverse, inverse solutions using QR decomposition are more numerically stable as evidenced by their reduced condition numbers .
To solve the underdetermined linear problem where the matrix A has dimensions and rank, first find the QR factorization of the transpose of A:, where Q is an orthogonal matrix (i.e. ), and R has a special form: . Here is a square right triangular matrix, and the zero matrix has dimension . After some algebra, it can be shown that the solution to the inverse problem can be expressed as: 
where is found by Gaussian elimination.
To find a solution to the overdetermined problem which minimizes the norm, first find the QR factorization of A: . The solution can then be expressed as, where and are the same as before, but now is a projection matrix that maps a vector in into .
Read more about this topic: QR Decomposition
Famous quotes containing the words solution, inverse and/or problems:
“There’s one solution that ends all life’s problems.”
—Chinese proverb.
“Yet time and space are but inverse measures of the force of the soul. The spirit sports with time.”
—Ralph Waldo Emerson (1803–1882)
“Hats have never at all been one of the vexing problems of my life, but, indifferent as I am, these render me speechless. I should think a well-taught and tasteful American milliner would go mad in England, and eventually hang herself with bolts of green and scarlet ribbon—the favorite colour combination in Liverpool.”
—Willa Cather (1876–1947)