原始的交叉矩阵的q行q列进行sweep变换:
可以看到sweep之后,原本叉乘矩阵的位置变成了它的逆矩阵,而第一行residueSS向量的第0个元素表示的是RSSq,剩下的表示的是系数。
如果我们想将q个变量扩充成q+1个变量,可以参考下图:
首先将Z分解为两部分:
Z1=(I−H)Z,Z2=HZ
其中Z1表示新加变量 Z的垂直于
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