229k views
5 votes
Let x0 be a least squares solution to ax=b. What is x0?

User VerteXVaaR
by
7.3k points

1 Answer

4 votes

Final answer:

A least squares solution x0 to the equation ax=b is found using the normal equation: x0 = (A^T A)^-1 A^T b, where A is the matrix of the coefficients of the variables and b is the column matrix of the constants.

Step-by-step explanation:

A least squares solution is a solution to a system of equations that minimizes the sum of the squares of the residuals. In the equation ax=b, a least squares solution x0 is the solution that makes the square of the difference between the left and right sides of the equation as small as possible. To find x0, you can use the normal equation: x0 = (ATA)-1ATb, where A is the matrix of the coefficients of the variables, AT is the transpose of A, and b is the column matrix of the constants.

User Amir Yonatan
by
8.0k points