Linear Least Squares Calculator

This application solves the linear least squares problem \[ \mbox{minimize}\,\| B-AX \|_2 \] where $A$ is an $m\times n$ real or complex matrix, $X$ is an $n\times p$ real or complex matrix, and $B$ is an $m\times p$ real or complex matrix. The calculator can solve both underdetermined system and overdetermined system.

See Input Data for the description of how to enter matrix or just click Example for a simple example.

Linear Least Squares Calculator

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