Math 2270 Spring 2004 Homework 15 Solutions Section 5.4) 20, 22, 23, 26, 30 (20) AT A = " 1 1 0 1 0 1 T (A A) ~x∗ = (AT A)−1 AT~b = 1 3 " #" 2 −1 −1 2 −1 # " # 1 1 2 1 1 0 = 1 2 0 1 1 = 3 " 1 1 0 1 0 1 2 −1 −1 2 # " #" # " # 3 1 2 −1 6 2 = 3 = 6 2 3 −1 2 3 # −1 4 3 1 1 " # 3 2 ∗ ~b − A~x = 3 − 1 0 = 3 − 2 = 1 2 1 2 3 0 1 3 1 −1 1 · 1 = −1 + 1 = 0 0 1 1 −1 1 · 0 = −1 + 1 = 0 1 1 (22) AT A = " 3 5 4 2 3 5 T −1 (A A) ~x∗ = (AT A)−1 AT~b = 1 219 " 38 −41 −41 50 # " # 3 2 50 41 5 3 = 41 38 4 5 1 = 219 #" " 3 5 4 2 3 5 38 −41 −41 50 # " #" # " # 5 1 38 −41 68 3 = 9 = 47 −2 219 −41 50 2 # # 0 5 5 3 2 " 5 3 ~b − A~x∗ = = 9 − 9 = 0 9 − 5 3 −2 0 2 2 4 5 2 The least squares solution is the exact solution, so the error is zero. 1 Math 2270 Spring 2004 Homework 15 Solutions (23) AT A = T (A A) 1 28 ~x∗ = (AT A)−1 AT~b = " −1 " 1 2 1 1 8 5 1 = 56 45 −11 −11 3 " # " # 1 1 6 22 2 8 = 22 90 1 5 90 −22 −22 6 #" 1 2 1 1 8 5 # # 1 = 28 " 45 −11 −11 3 # " #" # " # 1 1 45 −11 0 0 = −2 = 3 0 0 28 −11 3 Here we notice that the vector ~b is perpendicular to the im(A). Finding the least squares solution involves projecting the vector ~b onto the subspace spanned by the columns of A. Since ~b is perpendicular to im(A), the orthogonal projection is the zero vector. (26) 66 78 90 1 2 3 1 4 7 T A A = 2 5 8 4 5 6 = 78 93 108 90 108 126 7 8 9 3 6 9 1 1 1 4 7 T~ A b = 2 5 8 0 = 2 3 0 3 6 9 1 13/11 15/11 | 1/66 66 78 90 | 1 78 93 108 | 2 → 0 9/11 18/11 | 9/11 → 0 18/11 36/11 | 18/11 90 108 126 | 3 1 0 −1 | −7/6 1 13/11 15/11 | 1/66 2 | 1 1 2 | 1 → 0 1 0 0 0 0 | 0 0 1 2 | 1 1 −7/6 ∗ 1 + r −2 ~x = 1 0 where r is an arbitrary constant. 2 Math 2270 Spring 2004 Homework 15 Solutions (30) We have the following system of four equations: f (0) = c0 = 0 f (0) = c0 = 1 f (1) = c0 + c1 = 1 This system is definitely inconsistent (look at the first two equations). We turn the system of equations into a matrix equation. AT A = " 1 1 1 0 0 1 ~x∗ = (AT A)−1 AT~b = # 1 2 " # 1 0 3 1 1 0 = 1 1 1 1 " 1 −1 −1 3 #" 0 ~b = 1 1 1 0 A= 1 0 1 1 1 1 1 0 0 1 (AT A)−1 # 1 = 2 " 1 −1 −1 3 # " #" # " # 0 1 1 −1 2 1/2 = 1 = 1 1/2 2 −1 3 1 The line that fits the data points the best has a slope of 1/2 and a y-intercept of 1/2, or f ∗ (t) = 12 + 12 t. If you draw a picture, you will notice that this lines goes exactly through the point (1,1), and splits the difference between the points (0,0) and (0,1). 3