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mp=: +/ .* NB. matrix product
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NB. %.X is matrix inverse of X
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NB. |:X is transpose of X
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(%.(|:X) mp X) mp (|:X) mp y
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128.814 _143.163 61.9606
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xpy=: mp~ |: NB. Or factoring out "X prime y" (monadically "X prime X")
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X (%.@:xpy@[ mp xpy) y
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128.814 _143.163 61.9606
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