MHB Infinitely many least-square solutions

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SUMMARY

The discussion addresses finding least-square solutions for the inconsistent system represented by the matrix A and vector b. The key theorem applied is that the least squares solutions of \(Ax=b\) are derived from the consistent system \(A^TAx=A^Tb\). The resulting matrix equation is solved using the Gauss method, yielding solutions in the form \(a+x_4v\), where \(a\) and \(v\) are vectors in \(\mathbb{R}^4\) and \(x_4\) is a real number. The discussion provides specific answer options for the least-square solution, emphasizing the importance of the theorem in deriving these solutions.

PREREQUISITES
  • Understanding of linear algebra concepts, particularly least squares and inconsistent systems.
  • Familiarity with matrix operations, specifically \(A^TA\) and \(A^Tb\).
  • Proficiency in the Gauss elimination method for solving linear equations.
  • Knowledge of vector spaces and their properties in \(\mathbb{R}^4\).
NEXT STEPS
  • Study the derivation and applications of the least squares theorem in linear algebra.
  • Learn about matrix factorization techniques, including QR decomposition.
  • Explore numerical methods for solving linear systems, focusing on Gauss elimination and its variations.
  • Investigate the implications of inconsistent systems in practical applications, such as data fitting and regression analysis.
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Mathematicians, data scientists, and engineers who are involved in linear algebra, particularly those working with optimization problems and regression analysis.

Fernando Revilla
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I quote a question from Yahoo! Answers

Hard Linear Algebra Q: Find a least-square solution of the inconsistent system Ax=b.?
1 1 0 0 = A
1 1 0 0
1 0 1 0
1 0 1 0
1 0 0 1
1 0 0 1

7 = b
8
0
2
4
1The answer options are:
A) [5/2, 5, -7/2, 0] + x4[-1, 1, 1, 1]
B) [5/2, 5, -3/2, 0] + x4[-1, 1, 1, 1]
C) [5/4, 5, -3/2, 0] + x4[-1, 1, 1, 0]
D) [5/2, 4, -3/2, 0] + x4[-1, -1, 1, 1]

I have given a link to the topic there so the OP can see my response.
 
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According to a well known theorem, the least squares solutions of $Ax=b$ are the solutions of the consistent system $A^TAx=A^Tb$. In our case, you'll get;

$$A^TAx=A^Tb \Leftrightarrow \begin{bmatrix}{6}&{2}&{2}&{2}\\{2}&{2}&{0}&{0}\\{2}&{0}&{2}&{0}\\ {2}&{0}&{0}&{2}\end{bmatrix}\begin{bmatrix}{x_1}\\{x_2}\\{x_3}\\{x_4}\end{bmatrix}=\begin{bmatrix}{22}\\{15}\\{2}\\{5}\end{bmatrix}$$
Now, solve the last system using the Gauss method and you'll find solutions of the form $a+x_4v$ with $a,v\in\mathbb{R}^4$ and $x_4\in\mathbb{R}$.
 

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