Wednesday, 21 August 2013

Least square solutions when Ax=b has no solution

Least square solutions when Ax=b has no solution

I have this linear alegbra question that I don't know how to start. The
question:
A = \begin{matrix}1 & -2 \\3 & 1 \\2 & 3 \\\end{matrix}
b= \begin{matrix} 0 \\ 1 \\ 0 \\ \end{matrix}
r = \begin{matrix} x \\ y \\ \end{matrix}
The matrix equation of Ar-b has no solution because it is inconsistent. If
we define the square error to be $\Delta^2 = \delta^T\delta$, we can still
solve the least square sense.
Explain why $\Delta^2$ is a function of x and y and that $\Delta^2 $ is
minimised by the solution of $$A^TAR = A^Tb$$
Need some guidance in solving this two parts.

No comments:

Post a Comment