**Chapter
22. **** Least Squares Solutions** (.NET, C#, CSharp, VB, Visual Basic, F#)

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

In a linear model, a quantity y
depends on one or more independent variables a_{1}, a_{2},...,a_{n} such that y
= x_{0}
+ x_{1}a_{1} + ... + x_{n}a_{n}. The goal of a least squares problem
is to solve for the best values of x_{0},x_{1},...,x_{n}. The least squares solution is the
value of x that minimizes the *residual vector*
||Ax - y||.

**NMath**
provides classes for:

● ordinary least squares (OLS)

● weighted least squares (WLS)

● iteratively reweighted least squares (IRLS)

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