I know that this question is out of game programming context ... But really i didnot find any one to answer me about --How does Partial Least Square works ? where can I find materials for it .. Thanks

The forum FAQ (see link below) has links to several good math websites that may have the answer to your question. I also quite like the following web page, with a very nice applet:

http://standards.nctm.org/document/eexamples/chap7/7.4/

I find that page and applet to illustrate how least squares works very well.

Forum FAQ

Graham

Graham Rhodes
Senior Scientist
Applied Research Associates, Inc.