Formula for computing the least squares solution to a linear system.

Created almost 9 years ago, updated about 8 hours ago

If $A$ has full column rank, the least-squares solution is $\hat x=(A^*A)^{-1}A^*b$, obtained from the normal equations. This is a mathematical formula, not usually the preferred numerical algorithm: forming $A^*A$ squares the 2-norm condition number. QR or SVD avoids that loss of conditioning.

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