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: 4

Answer

The equation of the least squares line associated with the given set of data points is $y=-x-\frac{2}{3}$

Work Step by Step

The matrices can be formed as: $A=\begin{bmatrix} 2& 1 \\ 1 & 1 \\ 0 & 1 \end{bmatrix} \rightarrow A^T=\begin{bmatrix} 2& 1&0 \\ 1 & 1&1 \\\end{bmatrix}$ $x=\begin{bmatrix} a \\ b \\ \end{bmatrix}$ $b=\begin{bmatrix} -2\\ -3\\ 0 \end{bmatrix}$ Apply matrices to the least square solution: $x_0=(A^TA)^{-1}A^Tb$ $=(\begin{bmatrix} 2& 1&0 \\ 1 & 1&1 \\\end{bmatrix} \begin{bmatrix} 2& 1 \\ 1 & 1 \\ 0 & 1 \end{bmatrix} )^{-1} \begin{bmatrix} 2& 1&0 \\ 1 & 1&1 \\\end{bmatrix} \begin{bmatrix} -2\\ -3\\ 0 \end{bmatrix}$ $=\begin{bmatrix} 5 &3\\ 3&3 \end{bmatrix}^{-1} \begin{bmatrix} 2& 1&0 \\ 1 & 1&1 \\\end{bmatrix} \begin{bmatrix} -2\\ -3\\ 0 \end{bmatrix}$ $=\frac{1}{6}\begin{bmatrix} 3 & -3 \\ -3& 5 \end{bmatrix}\begin{bmatrix} 2& 1&0\\ 1 & 1 &1\\\end{bmatrix}\begin{bmatrix} -2 \\ -3 \\ 0 \end{bmatrix}$ $=\frac{1}{6}\begin{bmatrix} 3 &0&-3 \\ -1& 2 &5 \end{bmatrix}\begin{bmatrix} -2 \\ -3 \\ 0 \end{bmatrix}$ $=\frac{1}{6}\begin{bmatrix} -6 \\ -4 \end{bmatrix}$ $=\begin{bmatrix} -1 \\ \frac{-2}{3} \end{bmatrix}$ The equation of the least squares line associated with the given set of data points is $y=-x-\frac{2}{3}$
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