Hello there, I have a issue in building the Weighted Matrix for my next system of equations:
A=2 1 b=2
-1 3 1
1 2 3
And I can solve this by means of OLS But my means of WLS I have this formulas from a book:
But the thing is det(C)=0 and and thus, the inverse it does not exist and I don't think the last 2 formulas for C and W are correct. Can someone explain to me step by step how to build the Weight Matrix just having the matrix A and b? I know this my be too simple but I need a little bit of guidance.
Thank you in advance
*NOTE: 1). I have read the theory regarding WLS and its rational approach. But I understand faster with a practical example, step by step.
2). I would like not to use any matlab-built in functions (for the sake of learning).