Abstract

The method of least squares is a way of “solving” an overdetermined system of linear equations $$ Ax = b, $$ i.e., a system in which A is a rectangular m × n matrix with more equations than unknowns (when m > n). Historically, the method of least squares was used by Gauss and Legendre to solve problems in astronomy and geodesy. The method was first published by Legendre in 1805 in a paper on methods for determining the orbits of comets. However, Gauss had already used the method of least squares as early as 1801 to determine the orbit of the asteroid Ceres, and he published a paper about it in 1810 after the discovery of the asteroid Pallas. Incidentally, it is in that same paper that Gaussian elimination using pivots is introduced.

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