3
$\begingroup$

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?

$\endgroup$
3
  • 2
    $\begingroup$ Are you referring to the first equation? That is the least squares optimality condition. $\endgroup$ Jun 23, 2018 at 19:14
  • $\begingroup$ Yes, as Mark said you need to have complete derivation of the normal equation to get solution for beta - vector. $\endgroup$
    – Analyst
    Jun 23, 2018 at 19:39
  • $\begingroup$ I found the duplicates by searching; I know there are many more. $\endgroup$
    – whuber
    Jun 23, 2018 at 20:48

0

Browse other questions tagged or ask your own question.