تم الحل ✓
categoryرياضيات
schoolبكالوريوس
event_available2026-07-14
السؤال
Transcribed Image Text:
Bonus Problem: Let A be a real m x n matrix with linearly independent columns,
and let b be a real m-vector. We consider two least-squares problems. The first problem
is the standard
minimize ||Axb||².
In the second problem we remove column i of A or, equivalently, set x = 0:
(1)
minimize
subject to ex
Ax-b||2
0.
(2)
Here e, denotes the ith unit vector of length n (an n-vector with all its elements zero,
except the ith element, which is one).
(a) Let ✰ be the solution of (1). Show that the solution of (2) is
x=-
Îi
((ATA)-¹)ii
(ATA)-¹ei.
(3)
The denominator in the second term is the ith diagonal element of the inverse
(ATA)-¹.
(b) Describe an efficient algorithm, based on the QR factorization of A, to calculate î
and the vector x in (3). Carefully state the different steps in your algorithm, and
give the complexity of each step (number of flops for large m, n).
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