Module 2 - Introduction to Least Squares Problems

Overview and Deliverables

Homework 1 is due this Sunday at midnight

Learning Objectives

• Solving unconstrained least squares problems
  • Properties of the Gram matrix and the pseudoinverse
  • Basic Numerical Linear Algebra Considerations
• Applications:
  • Optimization
  • Linear Regression

Readings

Chapter 12 of Introduction to Applied Linear Algebra