Chapter 3: Overdetermined linear systems

So far we have considered Ax = b only when A is a square matrix. In this chapter we consider how to interpret and solve the problem for an m × n matrix where m > n— and in practice, m is often much larger than n. This is called an overdetermined linear system because, in general, the system has more equations to satisfy than the variables allow. The complementary underdetermined case m < n turns up less frequently and will not be considered in this book.