Section 11.9 discussed iterative improvement for the solution of a linear system. Iterative improvement can also be done for least-squares solutions. Consider the following algorithm outline for the full-rank overdetermined problem:
Implement the function lstsqimp in MATLAB.
Add iterative refinement to the following code, and see if you can improve the result.
Remark 16.5. This method is helpful only when the initial residual is small. The algorithm actually used in practice is described in
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