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If b ( 0) lies in the range of A, then the singular equations do in fact have a solution.
Even if b is outside the range of A, can get solution which minimizes residual r = |Ax - b|.
Trick: replace 1/Wi by 0 if Wi = 0 and compute
- x = V [diag (1/Wi)] (U T b)
Similarly, can set 1/Wi = 0 if Wi very small.