Plane fit

Fits a plane to a set of data points by minimizing the normal quadratic distance

Given a set of points (3D) this function computes the plane that fits best those points by minimizing the sum of the quadratic distances (perpendicular to the plane) between the plane and the points.
The fit is performed by computing the eigen-values/vectors associated to the distribution of points.

The code actually works in any dimension (>=2)

Nothing new, just classical linear algebra.