Hi all,

In MATLAB, I can solve an overdetermined system of linear equations of the form

AX = B

(where A, X, B are appropriately-dimensioned matrices) using the division operator:

X = A \ B

If A has more rows than columns, MATLAB automatically comes up with a least squares approximation to the answer (minimizing the norm of AX - B). I'm new to Eigen, but my question is simple: Does Eigen have the ability to perform least-squares approximations to overdetermined linear systems?

I found a (seemingly deprecated) LeastSquares module in documentation of an earlier version of Eigen: http://eigen.tuxfamily.org/dox-2.0/grou ... odule.html. Was this module abandoned, or has it been absorbed by some other module?

Ah, I found the answer here:

http://eigen.tuxfamily.org/dox/Tutorial ... astsquares