A geometric property of the least squares solution of linear equations (Q916747): Difference between revisions

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Latest revision as of 08:54, 21 June 2024

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A geometric property of the least squares solution of linear equations
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    A geometric property of the least squares solution of linear equations (English)
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    1990
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    The authors consider the overdetermined system of linear equations \(Ax=b\), where A is an \(m\times n\) real matrix for some \(m>n\), and presents a new representation of the solution of the least squares problem: \[ \min \{(Ax-b)^ T(Ax-b)=\| Ax-b\|^ 2_ 2;\quad x\in R^ n\}. \]
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    overdetermined system
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    least squares problem
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