Least Squares

Requires a Wolfram Notebook System

Interact on desktop, mobile and cloud with the free Wolfram CDF Player or other Wolfram Language products.

Requires a Wolfram Notebook System

Edit on desktop, mobile and cloud with any Wolfram Language product.

When a matrix A is square with full rank, there is a vector that satisfies the equation for any . However, when A is not square or does not have full rank, such an may not exist, because b does not lie in the range of A. In this case, called the least squares problem, we seek the vector x that minimizes the length (or norm) of the residual vector . The four vectors , , , and are color coded and the plane is the range of the matrix . The plane shown is the set of all possible vectors .

Contributed by: Chris Maes (March 2011)
Open content licensed under CC BY-NC-SA


Snapshots


Details

detailSectionParagraph


Feedback (field required)
Email (field required) Name
Occupation Organization
Note: Your message & contact information may be shared with the author of any specific Demonstration for which you give feedback.
Send