## Least squares and pseudo-inverses

To appreciate the connections between solutions of the system \(Ax=b\) and least squares, we begin with two illustrative examples. Overdetermined systems: \(A\) is \(m \times n\) with \(m > n\). In this case there are more equations than unknowns, \(A^{\top}A\) is \(n\times n\) and \(AA^{\top}\) is \(m\times m\). The connection with the pseudo-inverse is that … Read moreLeast squares and pseudo-inverses