Questions: Let A=[[2, 1], [1, 1], [2, 1]] and b=[[-3], [-3], [3]]. The QR factorization of the matrix A is given by:
[[2, 1], [1, 1], [2, 1]]=[[2/3, -1/6 sqrt(2)], [1/3, 2/3 sqrt(2)], [2/3, -1/6 sqrt(2)]]*[[3, 5/3], [0, sqrt(2)/3]]
(a) Applying the QR factorization to solving the least squares problem Ax=b gives the system:
[[3, 5/3], [0, sqrt(2)/3]] x=[[square], [square]]
(b) Use backsubstitution to solve the system in part (a) and find the least squares solution.
x^=[[square], [square]]
Transcript text: Let $A=\left[\begin{array}{ll}2 & 1 \\ 1 & 1 \\ 2 & 1\end{array}\right]$ and $\mathbf{b}=\left[\begin{array}{c}-3 \\ -3 \\ 3\end{array}\right]$. The QR factorization of the matrix $\boldsymbol{A}$ is given by:
\[
\left[\begin{array}{ll}
2 & 1 \\
1 & 1 \\
2 & 1
\end{array}\right]=\left[\begin{array}{cc}
\frac{2}{3} & -\frac{1}{6} \sqrt{2} \\
\frac{1}{3} & \frac{2}{3} \sqrt{2} \\
\frac{2}{3} & -\frac{1}{6} \sqrt{2}
\end{array}\right]\left[\begin{array}{cc}
3 & \frac{5}{3} \\
0 & \frac{\sqrt{2}}{3}
\end{array}\right]
\]
(a) Applying the $Q R$ factorization to solving the least squares problem $A \mathbf{x}=\mathbf{b}$ gives the system:
\[
\left[\begin{array}{cc}
3 & \frac{5}{3} \\
0 & \frac{\sqrt{2}}{3}
\end{array}\right] x=\left[\begin{array}{l}
\square \\
\square
\end{array}\right]
\]
(b) Use backsubstitution to solve the system in part (a) and find the least squares solution.
\[
\hat{\mathbf{x}}=\left[\begin{array}{l}
\square \\
\square
\end{array}\right]
\]
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Solution
Solution Steps
To solve the least squares problem \( A \mathbf{x} = \mathbf{b} \) using the given QR factorization, we can follow these steps:
Compute \( Q^T \mathbf{b} \) to transform the system into an upper triangular form.
Solve the resulting upper triangular system using back substitution.