Applications: least squares, Markov chains
General · Mathematics
Study notes
Q: Fit y = mx through (1,2),(2,3),(3,5) by least squares. A = [1,2,3]ᵀ, b = (2,3,5). AᵀA = 14. Aᵀb = 2+6+15 = 23. m = 23/14 ≈ 1.643! Line: y = 1.643x (best fit through origin!). Residuals: orthogonal to column space!