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Student[LinearAlgebra][LeastSquares] - compute a least squares solution to a set of equations
Calling Sequence
LeastSquares(A, B, options)
Parameters
A
-
Matrix or set
B
column Vector or set of variables
options
(optional) parameters; for a complete list, see LinearAlgebra[LeastSquares]
Description
For Matrix A and Vector B, the LeastSquares(A, B) command returns a Vector that best satisfies the condition is approximately equal to B, in the least squares sense. The result that is returned is the Vector x which minimizes Norm(A . x - B, 2).
Parameter A can also be a set of equations that describe the linear least squares problem. In this case, B is the set of variables in which the equations in A occur.
Examples
See Also
LinearAlgebra[LeastSquares], Student[LinearAlgebra], Student[LinearAlgebra][LinearSolve], Student[LinearAlgebra][Norm]
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