/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Problem 3 For each of the following system... [FREE SOLUTION] | 91Ó°ÊÓ

91Ó°ÊÓ

For each of the following systems \(A \mathbf{x}=\mathbf{b},\) find all least squares solutions: (a) \(A=\left(\begin{array}{rr}1 & 2 \\ 2 & 4 \\ -1 & -2\end{array}\right), \quad \mathbf{b}=\left(\begin{array}{l}3 \\ 2 \\ 1\end{array}\right)\) (b) \(A=\left(\begin{array}{rrr}1 & 1 & 3 \\ -1 & 3 & 1 \\ 1 & 2 & 4\end{array}\right), \quad \mathbf{b}=\left(\begin{array}{r}-2 \\ 0 \\\ 8\end{array}\right)\)

Short Answer

Expert verified
For part (a), the least squares solution is \(x_1 = -2x_2\), where \(x_2\) can be any real number. For part (b), the least squares solution is \(\mathbf{x}=\left(\begin{array}{r}-2 \\\ \frac{1}{2} \\\ -\frac{3}{2}\end{array}\right)\).

Step by step solution

01

(a) Calculate \(A^TA\) and \(A^T\mathbf{b}\)

We need to calculate \(A^TA\) and \(A^T\mathbf{b}\) for the given matrix \(A=\left(\begin{array}{rr}1 & 2 \\\ 2 & 4 \\\ -1 & -2\end{array}\right)\) and vector \(\mathbf{b}=\left(\begin{array}{l}3 \\\ 2 \\\ 1\end{array}\right)\). First, let's find \(A^T\) by transposing the given matrix \(A\): \(A^T = \left(\begin{array}{rrr}1 & 2 & -1 \\\ 2 & 4 & -2\end{array}\right)\) Now, let's compute \(A^TA\) and \(A^T\mathbf{b}\): \(A^TA = \left(\begin{array}{rr}6 & 12 \\\ 12 & 24\end{array}\right)\) \(A^T\mathbf{b} = \left(\begin{array}{r}0 \\\ 0\end{array}\right)\)
02

(a) Solve the normal equations

The normal equation is \(A^TA\mathbf{x}=A^T\mathbf{b}\), with \(A^TA = \left(\begin{array}{rr}6 & 12 \\\ 12 & 24\end{array}\right)\) and \(A^T\mathbf{b} = \left(\begin{array}{r}0 \\ 0\end{array}\right)\). This results in the following system of equations: \(\begin{cases} 6x_1 + 12x_2 = 0 \\ 12x_1 + 24x_2 = 0 \end{cases}\) We can notice that the second equation in the system is just a multiple of the first one, resulting in an infinite number of solutions. Therefore, the least squares solution for part (a) is \(x_1 = -2x_2\), where \(x_2\) can be any real number.
03

(b) Calculate \(A^TA\) and \(A^T\mathbf{b}\)

We need to calculate \(A^TA\) and \(A^T\mathbf{b}\) for the given matrix \(A=\left(\begin{array}{rrr}1 & 1 & 3 \\\ -1 & 3 & 1 \\\ 1 & 2 & 4\end{array}\right)\) and vector \(\mathbf{b}=\left(\begin{array}{r}-2 \\\ 0 \\\ 8\end{array}\right)\). First, let's find \(A^T\) by transposing the given matrix \(A\): \(A^T = \left(\begin{array}{rrr}1 & -1 & 1 \\\ 1 & 3 & 2 \\\ 3 & 1 & 4\end{array}\right)\) Now, let's compute \(A^TA\) and \(A^T\mathbf{b}\): \(A^TA = \left(\begin{array}{rrr}3 & 0 & 0 \\\ 0 & 14 & 10 \\\ 0 & 10 & 26\end{array}\right)\) \(A^T\mathbf{b} = \left(\begin{array}{r}-6 \\\ 8 \\\ 16\end{array}\right)\)
04

(b) Solve the normal equations

The normal equation is \(A^TA\mathbf{x}=A^T\mathbf{b}\), with \(A^TA = \left(\begin{array}{rrr}3 & 0 & 0 \\\ 0 & 14 & 10 \\\ 0 & 10 & 26\end{array}\right)\) and \(A^T\mathbf{b} = \left(\begin{array}{r}-6 \\\ 8 \\\ 16\end{array}\right)\). This results in the following system of equations: \(\begin{cases} 3x_1 = -6 \\ 14x_2 + 10x_3 = 8 \\ 10x_2 + 26x_3 = 16 \end{cases}\) We can solve this system of linear equations to find the unique solution for \(\mathbf{x}\): 1. Divide the first equation by 3: \(x_1 = -2\) 2. Multiply the second equation by 5 and subtract the third equation: \(10x_2 + 26x_3 = 40\), then \(-16x_3 = 24\), so \(x_3 = -\frac{3}{2}\) 3. Substitute \(x_3 = -\frac{3}{2}\) in the second equation and solve for \(x_2\): \(x_2 = \frac{1}{2}\) Thus, the least squares solution for part (b) is: \(\mathbf{x}=\left(\begin{array}{r}-2 \\\ \frac{1}{2} \\\ -\frac{3}{2}\end{array}\right)\).

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

Let \(A\) be an \(m \times n\) matrix. Show that (a) if \(\mathbf{x} \in N\left(A^{T} A\right),\) then \(A \mathbf{x}\) is in both \(R(A)\) and \(N\left(A^{T}\right)\) (b) \(N\left(A^{T} A\right)=N(A)\) (c) \(A\) and \(A^{T} A\) have the same rank. (d) if \(A\) has linearly independent columns, then \(A^{T} A\) is nonsingular.

Find the least squares solution of each of the following systems: (a) \(x_{1}+x_{2}=3\) \(2 x_{1}-3 x_{2}=1\) \(0 x_{1}+0 x_{2}=2\) (b) \(-x_{1}+x_{2}=10\) \(\begin{aligned} 2 x_{1}+x_{2} &=5 \\ x_{1}-2 x_{2} &=20 \end{aligned}\) (c) \(\quad x_{1}+x_{2}+x_{3}=4\) \(\begin{aligned}-x_{1}+x_{2}+x_{3} &=0 \\\\-x_{2}+x_{3} &=1 \\ x_{1} &+x_{3}=2 \end{aligned}\)

Let \(Q\) be an \(n \times n\) orthogonal matrix. Use mathematical induction to prove each of the following: (a) \(\left(Q^{m}\right)^{-1}=\left(Q^{T}\right)^{m}=\left(Q^{m}\right)^{T}\) for any positive integer \(m\) (b) \(\left\|Q^{m} \mathbf{x}\right\|=\|\mathbf{x}\|\) for any \(\mathbf{x} \in \mathbb{R}^{n}\)

Let \(A\) be an \(m \times 3\) matrix. Let \(Q R\) be the \(Q R\) factorization obtained when the classical GramSchmidt process is applied to the column vectors of \(A,\) and let \(\tilde{Q} \tilde{R}\) be the factorization obtained when the modified Gram-Schmidt process is used. Show that if all computations were carried out using exact arithmetic, then we would have $$\tilde{Q}=Q \quad \text { and } \quad \tilde{R}=R$$ and show that, when the computations are done in finite-precision arithmetic, \(\tilde{r}_{23}\) will not necessarily be equal to \(r_{23}\) and consequently \(\tilde{r}_{33}\) and \(\tilde{\mathbf{q}}_{3}\) will not necessarily be the same as \(r_{33}\) and \(\mathbf{q}_{3}\)

Let \(\mathbf{v}\) be a vector in an inner product space \(V\) and let \(\mathbf{p}\) be the projection of \(\mathbf{v}\) onto an \(n\) -dimensional subspace \(S\) of \(V .\) Show that \(\|\mathbf{p}\| \leq\|\mathbf{v}\| .\) Under what conditions does equality occur?

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.