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]]

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. \[ \hat{\mathbf{x}}=\left[\begin{array}{l} \square \\ \square \end{array}\right] \] Submit answer
failed

Solution

failed
failed

Solution Steps

To solve the least squares problem \( A \mathbf{x} = \mathbf{b} \) using the given QR factorization, we can follow these steps:

  1. Compute \( Q^T \mathbf{b} \) to transform the system into an upper triangular form.
  2. Solve the resulting upper triangular system using back substitution.
Step 1: Compute \( Q^T \mathbf{b} \)

Given: \[ Q = \begin{bmatrix} \frac{2}{3} & -\frac{1}{6} \sqrt{2} \\ \frac{1}{3} & \frac{2}{3} \sqrt{2} \\ \frac{2}{3} & -\frac{1}{6} \sqrt{2} \end{bmatrix}, \quad \mathbf{b} = \begin{bmatrix} -3 \\ -3 \\ 3 \end{bmatrix} \]

We compute: \[ Q^T \mathbf{b} = \begin{bmatrix} \frac{2}{3} & \frac{1}{3} & \frac{2}{3} \\ -\frac{1}{6} \sqrt{2} & \frac{2}{3} \sqrt{2} & -\frac{1}{6} \sqrt{2} \end{bmatrix} \begin{bmatrix} -3 \\ -3 \\ 3 \end{bmatrix} = \begin{bmatrix} -1 \\ -2.8284 \end{bmatrix} \]

Step 2: Solve the Upper Triangular System

Given: \[ R = \begin{bmatrix} 3 & \frac{5}{3} \\ 0 & \frac{\sqrt{2}}{3} \end{bmatrix}, \quad Q^T \mathbf{b} = \begin{bmatrix} -1 \\ -2.8284 \end{bmatrix} \]

We solve the system \( R \mathbf{x} = Q^T \mathbf{b} \):

\[ \begin{bmatrix} 3 & \frac{5}{3} \\ 0 & \frac{\sqrt{2}}{3} \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = \begin{bmatrix} -1 \\ -2.8284 \end{bmatrix} \]

Using back substitution:

  1. Solve for \( x_2 \): \[ \frac{\sqrt{2}}{3} x_2 = -2.8284 \implies x_2 = \frac{-2.8284 \cdot 3}{\sqrt{2}} = -6 \]

  2. Solve for \( x_1 \): \[ 3 x_1 + \frac{5}{3} x_2 = -1 \implies 3 x_1 + \frac{5}{3} (-6) = -1 \implies 3 x_1 - 10 = -1 \implies 3 x_1 = 9 \implies x_1 = 3 \]

Final Answer

The least squares solution is: \[ \hat{\mathbf{x}} = \begin{bmatrix} 3 \\ -6 \end{bmatrix} \]

\(\boxed{\hat{\mathbf{x}} = \begin{bmatrix} 3 \\ -6 \end{bmatrix}}\)

Was this solution helpful?
failed
Unhelpful
failed
Helpful