The solve() function is useful to solve the system of equation, Ax = b. In addition to
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The solve() function is useful to solve the system of equation, Ax = b.
In addition to solve(), functions like backsolve() and forwardsolve() are more efficient when A is upper triangular and lower triangular, respectively.
Consider the least squares estimator in linear regression models, , which is the solution to the equation,
Apply the LU factorization on , and use backsolve() and forwardsolve() to recover the least squares estimator displayed below.
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