Let \(A = \left( {\begin{aligned}{{}{}}{\bf{3}}&{\bf{4}}\\{ - {\bf{2}}}&{\bf{1}}\\{\bf{3}}&{\bf{4}}\end{aligned}} \right)\), \({\bf{b}} = \left( {\begin{aligned}{{}{}}{{\bf{11}}}\\{ - {\bf{9}}}\\{\bf{5}}\end{aligned}} \right)\), \({\bf{u}} = \left( {\begin{aligned}{{}{}}{\bf{5}}\\{ - {\bf{1}}}\end{aligned}} \right)\), and \({\bf{v}} = \left( {\begin{aligned}{{}{}}{\bf{5}}\\{ - {\bf{2}}}\end{aligned}} \right)\). Compute \(A{\bf{u}}\) and \(A{\bf{v}}\), and compare them with b. Could u possibly be a least-squares solution of \(A{\bf{x}} = {\bf{b}}\)?

Short Answer

Expert verified

The vector u cannot be a least-squares solution for the equation \(A{\bf{x}} = {\bf{b}}\).

Step by step solution

01

Find the value of \(\left\| {{\bf{b}} - A{\bf{u}}} \right\|\)

The value of \({\bf{b}} - A{\bf{u}}\) can be calculated as follows:

\(\begin{aligned}{}{\bf{b}} - A{\bf{u}} &= \left[ {\begin{aligned}{{}{}}{11}\\{ - 9}\\5\end{aligned}} \right] - \left[ {\begin{aligned}{{}{}}3&4\\{ - 2}&1\\3&4\end{aligned}} \right]\left[ {\begin{aligned}{{}{}}5\\{ - 1}\end{aligned}} \right]\\ & = \left[ {\begin{aligned}{{}{}}{11}\\{ - 9}\\5\end{aligned}} \right] - \left[ {\begin{aligned}{{}{}}{11}\\{ - 11}\\{11}\end{aligned}} \right]\\ & = \left[ {\begin{aligned}{{}{}}0\\2\\{ - 6}\end{aligned}} \right]\end{aligned}\)

Find the value of \(\left\| {{\bf{b}} - A{\bf{u}}} \right\|\).

\(\begin{aligned}{}\left\| {{\bf{b}} - A{\bf{u}}} \right\| & = \sqrt {{{\left( 0 \right)}^2} + {{\left( 2 \right)}^2} + {{\left( { - 6} \right)}^2}} \\ & = \sqrt {0 + 4 + 36} \\ & = \sqrt {40} \\ & = 2\sqrt {10} \end{aligned}\)

02

Find the value of \(\left\| {{\bf{b}} - A{\bf{v}}} \right\|\)

The value of \({\bf{b}} - A{\bf{v}}\) can be calculated as follows:

\(\begin{aligned}{}{\bf{b}} - A{\bf{v}} & = \left( {\begin{aligned}{{}{}}{11}\\{ - 9}\\5\end{aligned}} \right) - \left( {\begin{aligned}{{}{}}3&4\\{ - 2}&1\\3&4\end{aligned}} \right)\left( {\begin{aligned}{{}{}}5\\{ - 2}\end{aligned}} \right)\\ & = \left( {\begin{aligned}{{}{}}{11}\\{ - 9}\\5\end{aligned}} \right) - \left( {\begin{aligned}{{}{}}7\\{ - 12}\\7\end{aligned}} \right)\\ & = \left( {\begin{aligned}{{}{}}4\\3\\{ - 2}\end{aligned}} \right)\end{aligned}\)

Find the value of \(\left\| {{\bf{b}} - A{\bf{u}}} \right\|\).

\(\begin{aligned}{}\left\| {{\bf{b}} - A{\bf{v}}} \right\| & = \sqrt {{{\left( 4 \right)}^2} + {{\left( 3 \right)}^2} + {{\left( { - 2} \right)}^2}} \\ & = \sqrt {16 + 9 + 4} \\ & = \sqrt {29} \end{aligned}\)

It can be observed that \(A{\bf{v}}\) is closer to bas compared to \(A{\bf{u}}\).

Thus, u cannot be a least-squares solution for the equation \(A{\bf{x}} = {\bf{b}}\).

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Most popular questions from this chapter

In Exercises 1-4, find the equation \(y = {\beta _0} + {\beta _1}x\) of the least-square line that best fits the given data points.

  1. \(\left( {1,0} \right),\left( {2,1} \right),\left( {4,2} \right),\left( {5,3} \right)\)

Given data for a least-squares problem, \(\left( {{x_1},{y_1}} \right), \ldots ,\left( {{x_n},{y_n}} \right)\), the following abbreviations are helpful:

\(\begin{aligned}{l}\sum x = \sum\nolimits_{i = 1}^n {{x_i}} ,{\rm{ }}\sum {{x^2}} = \sum\nolimits_{i = 1}^n {x_i^2} ,\\\sum y = \sum\nolimits_{i = 1}^n {{y_i}} ,{\rm{ }}\sum {xy} = \sum\nolimits_{i = 1}^n {{x_i}{y_i}} \end{aligned}\)

The normal equations for a least-squares line \(y = {\hat \beta _0} + {\hat \beta _1}x\)may be written in the form

\(\begin{aligned}{{\hat \beta }_0} + {{\hat \beta }_1}\sum x = \sum y \\{{\hat \beta }_0}\sum x + {{\hat \beta }_1}\sum {{x^2}} = \sum {xy} {\rm{ (7)}}\end{aligned}\)

16. Use a matrix inverse to solve the system of equations in (7) and thereby obtain formulas for \({\hat \beta _0}\) , and that appear in many statistics texts.

Suppose \(A = QR\), where \(R\) is an invertible matrix. Showthat \(A\) and \(Q\) have the same column space.

In Exercises 7–10, let\[W\]be the subspace spanned by the\[{\bf{u}}\]’s, and write y as the sum of a vector in\[W\]and a vector orthogonal to\[W\].

7.\[y = \left[ {\begin{aligned}1\\3\\5\end{aligned}} \right]\],\[{{\bf{u}}_1} = \left[ {\begin{aligned}1\\3\\{ - 2}\end{aligned}} \right]\],\[{{\bf{u}}_2} = \left[ {\begin{aligned}5\\1\\4\end{aligned}} \right]\]

In Exercises 13 and 14, find the best approximation to\[{\bf{z}}\]by vectors of the form\[{c_1}{{\bf{v}}_1} + {c_2}{{\bf{v}}_2}\].

13.\[z = \left[ {\begin{aligned}3\\{ - 7}\\2\\3\end{aligned}} \right]\],\[{{\bf{v}}_1} = \left[ {\begin{aligned}2\\{ - 1}\\{ - 3}\\1\end{aligned}} \right]\],\[{{\bf{v}}_2} = \left[ {\begin{aligned}1\\1\\0\\{ - 1}\end{aligned}} \right]\]

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