Projections, Pseudoinverses and Least Squares

Abstract

The farmers would say that we are fast approaching the harvest season. We wouldn’t want to disillusion them and so we will begin (in this section) to harvest some of the fruit generated by the work of the previous sections. In particular we will discover how to solve, in various ways, a very important problem which goes by the name of the problem of least squares. But, we have to first equip ourselves with some important tools, namely linear transformations.