I have to proof a formula for recursively calculating the least squares.
In my proof, I have the formula (A' A)^(-1)
(where ' means transpose)
How do I eliminate the inverse? Has somebody a hint of a Theorem to use?
Many thanks in advance,
You don't have to
You can point out A'A= (A'A)'
and (A'A)[sup]-1[/sup]= [(A'A)[sup]-1[/sup]]',
which need each theorems to prove.
In addition, there is no way to eliminate (A' A)^(-1) generally, and the final formula involves it.
Last edited by George,Y (2006-11-10 17:16:12)