When has no exact solution, the least-squares solution is defined as the vector that minimizes the Euclidean norm of the residual, . Geometrically, this means choosing such that is the closest possible vector to within the column space .
Conditions: The system is inconsistent (no exact solution exists); Distance is measured by the standard Euclidean norm
When has no exact solution, the least-squares solution is defined as the vector that minimizes the Euclidean norm of the residual, . Geometrically, this means choosing such that is the closest possible vector to within the column space .
Conditions: The system is inconsistent (no exact solution exists); Distance is measured by the standard Euclidean norm