May 12th, 2006, 1:21 pm
It certainly depends on how you "combine them". If you solve them separately in the LS sense, then you're minimizing ||A1x1 - b1|| and ||A2x2 - b2|| subject to x1, x2 having minimum norm. An immediate thing to do would be to solve [A1 A2][x1;x2] = [b1;b2] minimizing ||Ax1 + Ax2 - b1 - b2|| subject to [x1;x2] having minimum norm. But note that ||Ax1 + Ax2 - b1 - b2|| <= ||Ax1 -b1|| + ||Ax2 - b2||. So the error in the combined system is at least as good as the sum of the two errors separately. Thus, if you're goal is to minimize the overall error then it makes sense to combine the two.
Last edited by
alac on May 11th, 2006, 10:00 pm, edited 1 time in total.