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In the field of linear algebra there are variety of different matrix types. Each has its own definition and relevance. I had trouble finding a good overview online and thought I’d compile a list myself: This article lists a selection […]
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 […]