A geometric property of the least squares solution of linear equations (Q916747)
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English | 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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