Video Lectures

Lecture 16: Projection matrices and least squares

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 A_T_A.

These video lectures of Professor Gilbert Strang teaching 18.06 were recorded in Fall 1999 and do not correspond precisely to the current edition of the textbook. However, this book is still the best reference for more information on the topics covered in each lecture.

Strang, Gilbert. Introduction to Linear Algebra. 5th ed. Wellesley-Cambridge Press, 2016. ISBN: 9780980232776.

Instructor/speaker: Prof. Gilbert Strang

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