MATH 415 Final: Lecture28gartlandfilled

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Review
If Wis a subspace of Rnthen the orthogonal complement W?(Wperp) is
the subspace of all vectors orthogonal to W.
Suppose that Wis a subspace of Rnwith orthogonal basis u1,...,up,and
xis a vector in Rn.Thentheprojectionofxon Wis given by the easy
formula:
xW=u1·x
ku1k2u1+u2·x
ku2k2u2+...up·x
kupk2up
(FTLA) If Ais a matrix and W=Col(A), then W?= Nul(AT).
1
-0
e:: w
X-
Xue Wt
X-Xw
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Least Squares
AMotivatingQuestion...
The data set {(1,1),(0,4),(2,5)}doesn’t fit on exactly on a line, but comes
close.
10.5 0 0.511.5 2
1
2
3
4
5
Which line y=β0+β1xis closest? (Called least squares regression line).
2
--
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attempt at solution
Plug data points (x, y)intoy=β0+β1x:
(1,1) : 1 = β0+(1)β1
(0,4) : 4 = β0+(0)β1
(2,5) : 5 = β0+(2)β1
Aleast squares solution to Ax =bis a vector ˆxthat: .
The least squares solution ˆxmust be an exact solution to .
3
did
Is there an exact solution ?
No bk (f) ¢lol f,
What
is closest solution ?
Exact solution Ax -b-
-O
HA x.b11=0
Dead minimizes HA x. loll
w-
.Col CA )Then bw minimizes llbwbll
Ax slow
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