Orthogonal Least Squares Estimate on a plane, in the simple case of a linear equation, is in fact a problem that can be easily solved analytically with no approximation (see pdf file for detailed explanation). Notice that in the general multidimensional case, an analytical solution may not exist (although Mr. Carr s function is an efficient approximation of the solution).-Orthogonal Least Squares Estimate on a plane, in the simple case of a linear equation, is in fact a problem that can be easily solved analytically with no approximation (see pdf file for detailed explanation). Notice that in the general multidimensional case, an analytical solution may not exist (although Mr. Carr s function is an efficient approximation of the solution).