that ||Ax-b|| is minimized. It can proven that for systems with exactly one least-squares solution, the
least-squares solution is given by the following formula:
x = (MTM)-¹M¹b
Linear regression is an example application of the least-squares problem. Using the formula above, find
constants a and b for the equation given below.
¹ (8)
M
= b with M=
/22.9
30.0 1
27.8 1
24.1 1
28.2
and b
(31.5)
18.3
21.3
28.4
20.7)
Fig: 1