TOPIC

Least-squares problem

MY PROGRESS

Pug Score

0%

Getting Started

"Let's build your foundation!"

Study Points

+0

Overview

Watch

Read

Next Steps


Get Started

Get unlimited access to all videos, practice problems, and study tools.

Unlimited practice
Full videos

BACK TO MENU

Topic Progress

Pug Score

0%

Getting Started

"Let's build your foundation!"

Videos Watched

0/0

Read

Not viewed


Study Points

+0

Overview

Watch

Read

Next Steps

Watch

Intro to least-squares solutions and the x-hat formula

Intro to least-squares solutions and the x-hat formula

📝 My Notes

Auto-saves the current timestamp

Intro to least-squares solutions and the x-hat formula

23:32

About this lesson

Least Squares Problem Overview:
The Least Squares Solution
• \(Ax=b\) give no solution
• Approximate closest solution \(\hat{x}\)
• The least Squares Solution \(\hat{x} =(A^T A)^{-1} A^T b\)
• Not always a unique solution

Key Moments

No key moments available.

Video 1 of 8

Intro to least-squares solutions and the x-hat formula

24 min

Selected

Defining and computing the least-squares error

5 min

Two alternative methods for computing the least-squares solution

24 min

Finding the least-squares solution using the inverse formula

7 min

Finding all least-squares solutions when x-hat is not unique

16 min

Computing the least-squares error from a given solution

6 min

Finding orthogonal projection and least squares solution using the alternative method

9 min

Using QR factorization to solve a least-squares problem

11 min