5.3 Least Squares Problems
A standard technique in mathematical and statistical modeling is to find a least squares fit to a set of data points in the plane. The least squares curve is usually the graph of a standard type of function, such as a linear function, a polynomial, or a trigonometric polynomial. Since the data may include errors in measurement or experiment-related inaccuracies, we do not require the curve to pass through all the data points. Instead, we require the curve to provide an optimal approximation in the sense that the sum of squares of errors between the y values of the data points and the corresponding y values of the approximating curve are minimized.
The technique of least squares was developed independently by Adrien-Marie ...
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