Add least sqaures solver
Consider the linear problem A*x = b
, with the dimensions
A = NxP
x = Px1
b = Nx1
and N > P
. For N = P
, the solution of the equation above can be computed. If there are more points than coefficients, there will be an approximation.
Compute the coefficients of the linear regression problem by AT * A * x - AT * b = 0
.