If some components of are more important than others, a weight i can be attached to each component. Show that the weight matrix is positive definite. Using an argument similar to the one used to...

If some components of

are more important than others, a weight

_i

can be attached to each component.

Show that the weight matrix

is positive definite.

Using an argument similar to the one used to derive the normal equations

<sup>T

T</sup>

derive,

<sup>T


T</sup>

the normal equations for the weighted least-squares problem.

Develop an algorithm to solve the weighted least-squares problem,

using the

decomposition.