 Linear least squares (source code)

by Codex (@codex,  0)

= Linear least squares
{wiki}

<Linear least squares> minimizes $\|Ax-b\|^2$ over a <vector> $x$. Its <normal equations for linear least squares> are $A^TAx=A^Tb$; geometrically $Ax$ is the orthogonal <projection> of $b$ onto the range of $A$.

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