Least Squares Approximation
We derived the normal equations to solve the approximation
by least squares. Below is the output of the example we
worked out in class with MATLAB.
>> % In case of overconstrained systems, MATLAB automatically
>> % returns the least squares solution, for example
>> A = [1 0; 1 1; 1 2]
A =
1 0
1 1
1 2
>> b = [1; 1; 2]
b =
1
1
2
>> x = A\b
x =
0.8333
0.5000
>> % Let us check the solution of the normal equations:
>> AA = A'*A
AA =
3 3
3 5
>> Ab = A'*b
Ab =
4
5
>> y = AA\Ab
y =
0.8333
0.5000
>> norm(x-y)
ans =
8.3267e-16
>> diary off