Lecture

Least Squares Solution to Ax=b

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In course

MATH-111(e): Linear Algebra

L'objectif du cours est d'introduire les notions de base de l'algèbre linéaire et ses applications. ...

Description

This lecture covers the least squares solution to the equation Ax=b, focusing on the normal equation A^TAX=A^Tb and its application. The instructor explains the process step by step, including matrix operations and calculations, to find the solution. Different scenarios and examples are presented to illustrate the concept and its practical implications.

Instructors (2)

Jérôme Scherer

Teaching & PhD PhD Students Virgile Simon Constantin Past EPFL PhD Students Samuel Lavenir Past EPFL PhD Students as codirector Kay Remo Werndli, Lyne Moser Courses Topology IV.a - Cohomology rings MATH-506 Singular cohomology is defined by dualizing the singular chain complex for spaces. We will study its basic properties, see how it acquires a multiplicative structure and becomes a graded commutative algebra. We study an algebraic version, namely group cohomology, and compare both approa

Nicolas Boumal

Teaching & PhD PhD Students Andreea-Alexandra Musat Past EPFL PhD Students Christopher Criscitiello, Quentin Rebjock Courses Continuous optimization MATH-329 This course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorithms to solve constrained and unconstrained problems. Linear Algebra MATH-111(e) The purpose of the course is to introduce

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Mathematics

Algebra: Linear algebra

Related concepts (32)

Matrix (mathematics)

In mathematics, a matrix (plural matrices) is a rectangular array or table of numbers, symbols, or expressions, arranged in rows and columns, which is used to represent a mathematical object or a property of such an object. For example, is a matrix with two rows and three columns. This is often referred to as a "two by three matrix", a " matrix", or a matrix of dimension . Without further specifications, matrices represent linear maps, and allow explicit computations in linear algebra.

Invertible matrix

In linear algebra, an n-by-n square matrix A is called invertible (also nonsingular, nondegenerate or (rarely used) regular), if there exists an n-by-n square matrix B such that where In denotes the n-by-n identity matrix and the multiplication used is ordinary matrix multiplication. If this is the case, then the matrix B is uniquely determined by A, and is called the (multiplicative) inverse of A, denoted by A−1. Matrix inversion is the process of finding the matrix B that satisfies the prior equation for a given invertible matrix A.

Linear least squares

Linear least squares (LLS) is the least squares approximation of linear functions to data. It is a set of formulations for solving statistical problems involved in linear regression, including variants for ordinary (unweighted), weighted, and generalized (correlated) residuals. Numerical methods for linear least squares include inverting the matrix of the normal equations and orthogonal decomposition methods. The three main linear least squares formulations are: Ordinary least squares (OLS) is the most common estimator.

Matrix multiplication

In mathematics, particularly in linear algebra, matrix multiplication is a binary operation that produces a matrix from two matrices. For matrix multiplication, the number of columns in the first matrix must be equal to the number of rows in the second matrix. The resulting matrix, known as the matrix product, has the number of rows of the first and the number of columns of the second matrix. The product of matrices A and B is denoted as AB.

Least squares

The method of least squares is a standard approach in regression analysis to approximate the solution of overdetermined systems (sets of equations in which there are more equations than unknowns) by minimizing the sum of the squares of the residuals (a residual being the difference between an observed value and the fitted value provided by a model) made in the results of each individual equation. The most important application is in data fitting.

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