## Least Squares Derivation

The least squares optimization problem searches for a vector, that minimizes the euclidean norm in the following statement as much as possible: $$x_\text{opt}=\arg\min_x\frac{1}{2}\left\lVert Ax-y\right\rVert^2_2\,.$$This article explains how $x_\text{opt}=(A^\top A)^{-1}A^\top y$, the solution to the problem, can be derived and how […]