LeastSquares

LeastSquares[m, b] finds the least-squares solution x that minimizes $||m \cdot x - b||$.

Examples

Solve overdetermined systems:

m = {{1, 1}, {1, 2}, {1, 3}}
b = {2, 3, 5}

LeastSquares[m, b]
(* {1/3, 3/2} *)

(* Verify: m.x is closest to b *)
m . %
(* {11/6, 10/3, 29/6} *)

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