4: Least Squares
( \newcommand{\kernel}{\mathrm{null}\,}\)
- 4.1: Least Squares
- We learned in the previous chapter that Ax=b need not possess a solution when the number of rows of A exceeds its rank, i.e., r<m. As this situation arises quite often in practice, typically in the guise of 'more equations than unknowns,' we establish a rationale for the absurdity Ax=b.
Thumbnail: What is the best fit? (CC BY-SA 3.0; Stephen1729 via Wikipedia)