
Chapter 3
Least-Squares Solutions
Niloy J. Mitra
We start with a simple problem in geometry in the spirit of the
ones discussed in Chapter 1. Given two lines in 2D, find their
point of intersection (see Figure 3.1). Suppose the equations of
the lines are
l
1
: a
1
x + b
1
y + c
1
= 0 ,
l
2
: a
2
x + b
2
y + c
2
= 0 .
(3.1)
(x, y)
l
1
: a
1
x + b
1
y + c
1
= 0
l
2
: a
2
x + b
2
y + c
2
= 0
Figure 3.1: The point of intersection of two lines l
1
and l
2
lies on both
lines and hence satisfies both equations. Given the two lines, we can
solve for their intersection point using a simple linear system (see Equa-
tion (3.3)).
Stating that problem slightly differently, we are looking for a
point (x, y) that ...