Differential Equations and Linear Algebra (4th Edition)

Published by Pearson
ISBN 10: 0-32196-467-5
ISBN 13: 978-0-32196-467-0

Chapter 5 - Inner Product Spaces - 5.4 Least Squares Approximation - Problems - Page 375: 2

Answer

The equation of the least squares line associated with the given set of data points is $y=10x$

Work Step by Step

The matrices can be formed as: $A=\begin{bmatrix} 1& 1 \\ 2 & 1 \\\end{bmatrix} \rightarrow A^T=\begin{bmatrix} 1& 2 \\ 1 & 1 \\\end{bmatrix}$ $x=\begin{bmatrix} a \\ b \\ \end{bmatrix}$ $b=\begin{bmatrix} 10 \\ 20 \end{bmatrix}$ Apply matrices to the least square solution: $x_0=(A^TA)^{-1}A^Tb$ $=(\begin{bmatrix} 1& 2 \\ 1 & 1 \\\end{bmatrix} \begin{bmatrix} 1& 1 \\ 2 & 1 \\\end{bmatrix})^{-1} \begin{bmatrix} 1& 2 \\ 1 & 1 \\\end{bmatrix}\begin{bmatrix} 10 \\ 20 \end{bmatrix}$ $=\begin{bmatrix} 5 &3 \\ 3&2 \end{bmatrix}^{-1}\begin{bmatrix} 1& 2 \\ 1 & 1 \\\end{bmatrix}\begin{bmatrix} 10 \\ 20 \end{bmatrix}$ $=\begin{bmatrix} 2 & -3 \\ -3& 5 \end{bmatrix}\begin{bmatrix} 1& 2 \\ 1 & 1 \\\end{bmatrix}\begin{bmatrix} 10 \\ 20 \end{bmatrix}$ $=\begin{bmatrix} -1 &1 \\ 2& -1 \end{bmatrix}\begin{bmatrix} 10 \\ 20 \end{bmatrix}$ $=\begin{bmatrix} 10 \\ 0 \end{bmatrix}$ The equation of the least squares line associated with the given set of data points is $y=10x$
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