Most linear algebra courses start by considering how to solve a system of linear equations. \[ \begin{align} a_{0,0}x_0 + a_{0,1}x_0 + \cdots a_{0,n-1}x_0 & = b_0 ...

Mathematics of Computation, Vol. 23, No. 108 (Oct., 1969), pp. 787-812 (26 pages) The mathematical and numerical least squares solution of a general linear system of equations is discussed.

Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...

Dr. James McCaffrey of Microsoft Research guides you through a full-code, step-by-step tutorial on "one of the most important operations in machine learning." Computing the inverse of a matrix is one ...