Least-Squares Approximation

When a system has no solutions we'd like a way to approximate a solution. In other words we need to find such that .

Let with and . The least squares approximation to the system is the vector which minimizes the distance .

There are several approaches we can take to find in MATH 307 we will be looking at the following methods:

Example

Go to Find QR Decomposition to see a worked example of fitting models to data using least squares approximation.