Let \(A = \left( {\begin{aligned}{{}{}}{\bf{2}}&{\bf{1}}\\{ - {\bf{3}}}&{ - {\bf{4}}}\\{\bf{3}}&{\bf{2}}\end{aligned}} \right)\), \({\bf{b}} = \left( {\begin{aligned}{{}{}}{\bf{5}}\\{\bf{4}}\\{\bf{4}}\end{aligned}} \right)\), \({\bf{u}} = \left( {\begin{aligned}{{}{}}{\bf{4}}\\{ - {\bf{5}}}\end{aligned}} \right)\), and \({\bf{v}} = \left( {\begin{aligned}{{}{}}{\bf{6}}\\{ - {\bf{5}}}\end{aligned}} \right)\). Compute \(A{\bf{u}}\) and \(A{\bf{v}}\), and compare them with b. Could u possibly be a least-squares solution of \(A{\bf{x}} = {\bf{b}}\)?

(Answer this without computing a least-squares solution.)

Short Answer

Expert verified

None of them can be the least square solution of \(A{\bf{x}} = {\bf{b}}\).

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:

\(\begin{aligned}{}{\bf{b}} - A{\bf{u}} &= \left( {\begin{aligned}{{}{}}5\\4\\4\end{aligned}} \right) - \left( {\begin{aligned}{{}{}}2&1\\{ - 3}&{ - 4}\\3&2\end{aligned}} \right)\left( {\begin{aligned}{{}{}}4\\{ - 5}\end{aligned}} \right)\\ & = \left( {\begin{aligned}{{}{}}5\\4\\4\end{aligned}} \right) - \left( {\begin{aligned}{{}{}}3\\8\\2\end{aligned}} \right)\\ & = \left( {\begin{aligned}{{}{}}2\\{ - 4}\\2\end{aligned}} \right)\end{aligned}\)

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

\(\begin{aligned}{}\left\| {{\bf{b}} - A{\bf{u}}} \right\| &= \sqrt {{{\left( 2 \right)}^2} + {{\left( { - 4} \right)}^2} + {{\left( 2 \right)}^2}} \\ &= \sqrt {4 + 16 + 4} \\ &= \sqrt {24} \\ &= 2\sqrt 6 \end{aligned}\)

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:

\(\begin{aligned}{}{\bf{b}} - A{\bf{u}} &= \left( {\begin{aligned}{{}{}}5\\4\\4\end{aligned}} \right) - \left( {\begin{aligned}{{}{}}2&1\\{ - 3}&{ - 4}\\3&2\end{aligned}} \right)\left( {\begin{aligned}{{}{}}6\\{ - 5}\end{aligned}} \right)\\ & = \left( {\begin{aligned}{{}{}}5\\4\\4\end{aligned}} \right) - \left( {\begin{aligned}{{}{}}7\\2\\8\end{aligned}} \right)\\ & = \left( {\begin{aligned}{{}{}}{ - 2}\\2\\{ - 4}\end{aligned}} \right)\end{aligned}\)

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

\(\begin{aligned}{}\left\| {{\bf{b}} - A{\bf{v}}} \right\| & = \sqrt {{{\left( { - 2} \right)}^2} + {{\left( 2 \right)}^2} + {{\left( { - 4} \right)}^2}} \\ & = \sqrt {4 + 4 + 16} \\ & = \sqrt {24} \\ & = 2\sqrt 6 \end{aligned}\)

It can be observed that \(A{\bf{v}}\)and \(A{\bf{u}}\) are at an equal distance fromb.So, they are equally close to b.

Thus, none of them can be the least square solution of\(A{\bf{x}} = {\bf{b}}\).

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Most popular questions from this chapter

In Exercises 5 and 6, describe all least squares solutions of the equation \(A{\bf{x}} = {\bf{b}}\).

5. \(A = \left( {\begin{aligned}{{}{}}{\bf{1}}&{\bf{1}}&{\bf{0}}\\{\bf{1}}&{\bf{1}}&{\bf{0}}\\{\bf{1}}&{\bf{0}}&{\bf{1}}\\{\bf{1}}&{\bf{0}}&{\bf{1}}\end{aligned}} \right)\), \({\bf{b}} = \left( {\begin{aligned}{{}{}}{\bf{1}}\\{\bf{3}}\\{\bf{8}}\\{\bf{2}}\end{aligned}} \right)\)

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

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.

Compute the quantities in Exercises 1-8 using the vectors

\({\mathop{\rm u}\nolimits} = \left( {\begin{aligned}{*{20}{c}}{ - 1}\\2\end{aligned}} \right),{\rm{ }}{\mathop{\rm v}\nolimits} = \left( {\begin{aligned}{*{20}{c}}4\\6\end{aligned}} \right),{\rm{ }}{\mathop{\rm w}\nolimits} = \left( {\begin{aligned}{*{20}{c}}3\\{ - 1}\\{ - 5}\end{aligned}} \right),{\rm{ }}{\mathop{\rm x}\nolimits} = \left( {\begin{aligned}{*{20}{c}}6\\{ - 2}\\3\end{aligned}} \right)\)

5. \(\left( {\frac{{{\mathop{\rm u}\nolimits} \cdot {\mathop{\rm v}\nolimits} }}{{{\mathop{\rm v}\nolimits} \cdot {\mathop{\rm v}\nolimits} }}} \right){\mathop{\rm v}\nolimits} \)

In Exercises 1-6, the given set is a basis for a subspace W. Use the Gram-Schmidt process to produce an orthogonal basis for W.

3. \(\left( {\begin{aligned}{{}{}}2\\{ - 5}\\1\end{aligned}} \right),\left( {\begin{aligned}{{}{}}4\\{ - 1}\\2\end{aligned}} \right)\)

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