make-github-pseudonymous-again/js-algorithms

Least-squares approximation

make-github-pseudonymous-again opened this issue · 1 comments

make-github-pseudonymous-again commented

min_b Ab - y
b = A^+ y
where A^+ is the pseudoinverse of A

See Introduction to algorithms by TH Cormen, CE Leiserson, RL Rivest, C Stein.