Hi, sorry, I'm an idiot.. and I know I'm missing something stupid..
I thought if we solve an underdetermine system with QR, my soln is:
min ||x|| (L2 sense) such that Ax = b
then say i have:
> w <- matrix(c(1, 5), ncol=2)
> sw = 2
> qrW = qr(t(w) %*% w)
> qr.coef(qrW, t(w) %*% sw)
[,1]
[1,] 2
[2,] NA
but we also have soln (0, 2/5) which obviously has a smaller distance in L2
than (2, 0). Am I missing something very obvious? Thanks a lot!!!!
- yoooooooooooooooooo
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