Linear Algebra

Least Squares Solution (Ax ≈ b)

Find the least-squares solution xÌ‚ = (Aáµ€A)⁻¹Aáµ€b when Ax = b is inconsistent (overdetermined system).

Inputs

System size

Matrix A (m×2)

Vector b (m×1)

Aáµ€A (2×2)

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Aáµ€b (2×1)

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xÌ‚ = (Aáµ€A)⁻¹Aáµ€b

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‖r‖² = ‖b − AxÌ‚‖²

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Step-by-Step Work

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