Wolfram Language & System 10.0 (2014)|Legacy Documentation

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finds an x that solves the linear least-squares problem for the matrix equation .

Details and OptionsDetails and Options

  • LeastSquares[m,b] gives a vector x that minimizes Norm[m.x-b].
  • The vector x is uniquely determined by the minimization only if Length[x]==MatrixRank[m].
  • The argument b can be a matrix, in which case the least-squares minimization is done independently for each column in b, which is the x that minimizes Norm[m.x-b,"Frobenius"].
  • LeastSquares works on both numerical and symbolic matrices, as well as SparseArray objects.
  • A Method option can also be given. Settings for arbitrary-precision numerical matrices include and , and for sparse arrays and . The default setting of Automatic switches between these methods, depending on the matrix given.
Introduced in 2007