I recently came across the following interesting problem.(adsbygoogle = window.adsbygoogle || []).push({});

Suppose A = BC where A,B, and C are matrices. We know a ton of A's and their corresponding C's. We want the least square estimator of B.

When A and C are vectors the solution is well known.

But what is the solution when they are matrices?

Thanks

Bill

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# Least Square Estimator

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