Least Squares Approximation, Orthogonal Projection - Linear Algebra

1 month ago
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Science Education linear algebra least squares projection orthogonal projection orthogonal projections orthogonal applications of linear algebra approximation ordinary least squares

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

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