The formula:
$A^T(b - Ax) = 0\\ A^Tb = A^TAx\\ x = (A^TA)^{-1}A^Tb$
What is the reason for multiplying both sides by the transpose of A?
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asked Jun 23, 2018 at 19:04
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2$\begingroup$ Are you referring to the first equation? That is the least squares optimality condition. $\endgroup$– Mark L. StoneJun 23, 2018 at 19:14
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$\begingroup$ Yes, as Mark said you need to have complete derivation of the normal equation to get solution for beta - vector. $\endgroup$– AnalystJun 23, 2018 at 19:39
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$\begingroup$ I found the duplicates by searching; I know there are many more. $\endgroup$– whuber ♦Jun 23, 2018 at 20:48
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