Chapter 6. Least Squares Solutions

NMath Matrix includes least squares classes for solving the overdetermined linear system:

In a linear model, a quantity y depends on one or more independent variables a1, a2,...,an such that y = x0 + x1a1 + ... + xnan. The goal of a least squares problem is to solve for the best values of x0,x1,...,xn. The least squares solution is the value of x that minimizes the residual vector ||Ax - y||.

This chapter describes the NMath Matrix least square classes, and how to construct and use them.