Least Squares Approximation - Maple Programming Help

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Least Squares Approximation

Main Concept

The least-squares approximation to a set of data points xi, yi is the line y=ax+b that comes closest to going through all the points, in the following sense:

 

The sum of the squares of all the errors (the difference in the y-value between the data point and the closest point on the line) is minimized.

 

The problem is to find values a and b such that the sum inyi a+bxi2 is minimal.

Click on the graph to create the set of data. The total area covered by all the purple squares represents the error that should be minimized.

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