If the system
has no solution, a closest solution can be found by solving
. In terms of a set of points that seems to be linearly related, you can find the best fit line by using this method. Given
,
,
,
,
.
Find the best fit line for these points.
1) Set up the matrix
and
for each
:
2) Compute
.
So the resulting system is
.
3) Row reduce the matrix:
.
The best fit line is therefore
or
.