QR and least Square
Came to know today that it is QR decomposition that is used to solve least square problem
e = Y – A *beta
You decompose A in to QR
Multiply the equation by Qtranspose
Results in very simple equations t(Q)*Y = t(Q)*(QR)*beta = Q*beta
Nobody every told me that this is how it happens at the implementation level.
Well I guess these things you have to figure out for yourself!!!