linear least squares

(1.9 hours to learn)


Linear least squares gives a value of x which minimizes the norm of Ax - b. It is well defined even in cases where Ax = b has no solution. It is the basis of linear regression, one of the most widely used methods in statistics.


This concept has the prerequisites:

Core resources (read/watch one of the following)


Khan Academy: Linear Algebra
MIT Open Courseware: Linear Algebra (2011)
Videos for an introductory linear algebra course focusing on numerical methods.
Author: Gilbert Strang


See also