Assume we have this random matrix:[tex](adsbygoogle = window.adsbygoogle || []).push({});

\begin{pmatrix}

1 & 0 & 2\\

2 & 0 & 4\\

0 & 1 & 2

\end{pmatrix}

[/tex]

The least square solution can be found though: [itex]A^TAx = A^Tb[/itex]. What is exactly meant by least square solution and is there a proof of some sort on how the formula was computed?

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# Least Square Solution

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