Projection Matrices and Least Squares

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang

Linear regression is commonly used to fit a line to a collection of data. The method of least squares can be viewed as finding the projection of a vector. Linear algebra provides a powerful and efficient description of linear regression in terms of the matrix ATA.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 4.3 in the 4th or 5th edition.

Problem Solving Video

Check Yourself

Problems and Solutions

Work the problems on your own and check your answers when you're done.


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