The Solve command has been extended to handle overdetermined systems, returning the least-squares solution . Here we give an example of an overdetermined system. Note that (as before) the least-squares solution is the actual solution, when an actual solution exists.
Solve + Exact
=
, Solution is :
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It is easy to multiply both sides of a matrix equation by AT to check
that, when you ``solve'' AX = B, you are actually getting the solution of
ATA
X = ATB.
ATA
X =
=
ATB ==
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This calculation gives the following equation, which has an exact solution.
Evaluate
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