Least Squares Approximation, Orthogonal Projection - Linear Algebra

This video explains how to find the least squares approximation of a vector, including method, formula and how do you find it using worked examples.

0:00 Closest approximation to a vector
2:51 Least squares approximation method
4:24 Least squares solution methods
9:44 Uniqueness and orthogonal projection on column space
13:27 Projection transformation matrix