Linear Algebra and Its Applications · Problem 3.3.23

Orthogonality — Gilbert Strang

Mathematics · least-squares-horizontal-line

Problem

Show that the best least-squares fit to a set of measurements

y_1, \ldots, y_m

by a horizontal line (a constant function

y = C

) is their average

C = \frac{y_1 + \cdots + y_m}{m}.