Implementation of the Normal Equation

gistfile1.js

// FORMULA: theta = pinv(X'*X)*X'*y;
function generateTheta(X, y)
{	
	// Get the transpose of X
	Xt = X.transpose();
	
	// Multiple X by its transpose
	var Xmain = X.x(Xt);
	
	// Get the inverse of the result of multiplying X by its transpose
	var Xinv = Xmain.inverse();

	// Get the transpose of X' times y
	var Atd = X.x(y);
	
	// Theta is the result of the multiplication of both 
	var theta = Xinv.x(Atd);
	
	return theta;
}