Exercise 3.4.17. Given the matrix
from the previous exercise and the vector , solve by least squares using the factorization .
Answer: From the previous exercise we have
To find the least squares solution to where , we take advantage of the fact that .
On the right side of the equation we have
so that the system is then
From the second equation we have . Substituting into the first equation we have so that or .
The least squares solution to with is therefore .
NOTE: This continues a series of posts containing worked out exercises from the (out of print) book Linear Algebra and Its Applications, Third Edition by Gilbert Strang.
If you find these posts useful I encourage you to also check out the more current Linear Algebra and Its Applications, Fourth Edition, Dr Strang’s introductory textbook Introduction to Linear Algebra, Fifth Edition and the accompanying free online course, and Dr Strang’s other books.