If I have homogeneous linear equations like this
array([[-0.75, 0.25, 0.25, 0.25],
[ 1. , -1. , 0. , 0. ],
[ 1. , 0. , -1. , 0. ],
For that matter, the best solution of an over constrained homogeneous linear system is the eigenvector associated with the smallest eigenvalue. So given U as the coefficient matrix of the system, the solution is:
import numpy as np
def solution(U):
# find the eigenvalues and eigenvector of U(transpose).U
e_vals, e_vecs = np.linalg.eig(np.dot(U.T, U))
# extract the eigenvector (column) associated with the minimum eigenvalue
return e_vecs[:, np.argmin(e_vals)]