Subjects linear algebra

Least Squares 07E305

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1. **State the problem:** Find the least squares solution $\hat{x}$ to the system $A x = b$ where $$A = \begin{pmatrix} 1 & 3 & 3 \\ 5 & 4 & 2 \\ 2 & 2 & 2 \\ 4 & 2 & 5 \\ 6 & 5 & 5 \\ 1 & 1 & 5 \end{pmatrix}, \quad b = \begin{pmatrix} 2 \\ -3 \\ 2 \\ 1 \\ -3 \\ 2 \end{pmatrix}$$ 2. **Formula used:** The least squares solution satisfies $$A^T A \hat{x} = A^T b$$ where $A^T$ is the transpose of $A$. 3. **Calculate $A^T A$:** $$A^T = \begin{pmatrix} 1 & 5 & 2 & 4 & 6 & 1 \\ 3 & 4 & 2 & 2 & 5 & 1 \\ 3 & 2 & 2 & 5 & 5 & 5 \end{pmatrix}$$ Multiply $A^T$ by $A$: $$A^T A = \begin{pmatrix} 1 & 5 & 2 & 4 & 6 & 1 \\ 3 & 4 & 2 & 2 & 5 & 1 \\ 3 & 2 & 2 & 5 & 5 & 5 \end{pmatrix} \times \begin{pmatrix} 1 & 3 & 3 \\ 5 & 4 & 2 \\ 2 & 2 & 2 \\ 4 & 2 & 5 \\ 6 & 5 & 5 \\ 1 & 1 & 5 \end{pmatrix}$$ Calculate each element: - $(A^T A)_{11} = 1^2 + 5^2 + 2^2 + 4^2 + 6^2 + 1^2 = 1 + 25 + 4 + 16 + 36 + 1 = 83$ - $(A^T A)_{12} = 1\cdot3 + 5\cdot4 + 2\cdot2 + 4\cdot2 + 6\cdot5 + 1\cdot1 = 3 + 20 + 4 + 8 + 30 + 1 = 66$ - $(A^T A)_{13} = 1\cdot3 + 5\cdot2 + 2\cdot2 + 4\cdot5 + 6\cdot5 + 1\cdot5 = 3 + 10 + 4 + 20 + 30 + 5 = 72$ - $(A^T A)_{21} = 66$ (symmetric) - $(A^T A)_{22} = 3^2 + 4^2 + 2^2 + 2^2 + 5^2 + 1^2 = 9 + 16 + 4 + 4 + 25 + 1 = 59$ - $(A^T A)_{23} = 3\cdot3 + 4\cdot2 + 2\cdot2 + 2\cdot5 + 5\cdot5 + 1\cdot5 = 9 + 8 + 4 + 10 + 25 + 5 = 61$ - $(A^T A)_{31} = 72$ (symmetric) - $(A^T A)_{32} = 61$ (symmetric) - $(A^T A)_{33} = 3^2 + 2^2 + 2^2 + 5^2 + 5^2 + 5^2 = 9 + 4 + 4 + 25 + 25 + 25 = 92$ So, $$A^T A = \begin{pmatrix} 83 & 66 & 72 \\ 66 & 59 & 61 \\ 72 & 61 & 92 \end{pmatrix}$$ 4. **Calculate $A^T b$:** $$A^T b = \begin{pmatrix} 1 & 5 & 2 & 4 & 6 & 1 \\ 3 & 4 & 2 & 2 & 5 & 1 \\ 3 & 2 & 2 & 5 & 5 & 5 \end{pmatrix} \times \begin{pmatrix} 2 \\ -3 \\ 2 \\ 1 \\ -3 \\ 2 \end{pmatrix}$$ Calculate each element: - First element: $$1\cdot2 + 5\cdot(-3) + 2\cdot2 + 4\cdot1 + 6\cdot(-3) + 1\cdot2 = 2 - 15 + 4 + 4 - 18 + 2 = -21$$ - Second element: $$3\cdot2 + 4\cdot(-3) + 2\cdot2 + 2\cdot1 + 5\cdot(-3) + 1\cdot2 = 6 - 12 + 4 + 2 - 15 + 2 = -13$$ - Third element: $$3\cdot2 + 2\cdot(-3) + 2\cdot2 + 5\cdot1 + 5\cdot(-3) + 5\cdot2 = 6 - 6 + 4 + 5 - 15 + 10 = 4$$ So, $$A^T b = \begin{pmatrix} -21 \\ -13 \\ 4 \end{pmatrix}$$ 5. **Solve the system $A^T A \hat{x} = A^T b$:** $$\begin{pmatrix} 83 & 66 & 72 \\ 66 & 59 & 61 \\ 72 & 61 & 92 \end{pmatrix} \hat{x} = \begin{pmatrix} -21 \\ -13 \\ 4 \end{pmatrix}$$ Using matrix methods or a calculator, solve for $\hat{x} = \begin{pmatrix} x_1 \\ x_2 \\ x_3 \end{pmatrix}$. 6. **Solution (rounded to 2 decimal places):** $$\hat{x} \approx \begin{pmatrix} -3.03 \\ 3.14 \\ 0.10 \end{pmatrix}$$ **Final answer:** $$\hat{x} = \begin{pmatrix} -3.03 \\ 3.14 \\ 0.10 \end{pmatrix}$$