Least Squares Solution - Or is there?

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SUMMARY

The discussion focuses on finding the least squares solution for the system represented by the matrix K = [[1, 2], [2, 4]] and the vector \colv{2}{2}. Due to the determinant of matrix K being zero, the system has infinite least squares solutions. The user initially attempted to solve the system by multiplying both sides by K^T but encountered issues due to a calculation error in the augmented matrix representation. The correct augmented matrix is {{5, 10 | 5}, {0, 0 | 10}}.

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  • Understanding of least squares solutions in linear algebra
  • Familiarity with matrix operations, including transposition and multiplication
  • Knowledge of kernel and corange concepts in linear transformations
  • Ability to work with augmented matrices for solving linear systems
NEXT STEPS
  • Study the properties of singular matrices and their implications on least squares solutions
  • Learn about the method of least squares and its applications in overdetermined systems
  • Explore the concept of the Moore-Penrose pseudoinverse for solving systems with non-unique solutions
  • Investigate the role of the kernel in linear algebra and its effect on solution sets
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Students and professionals in mathematics, particularly those studying linear algebra, as well as data scientists and engineers working with regression analysis and optimization problems.

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I have a problem that says to find the least squares solution to
[tex]\newcommand{\colv}[2] {\left(\begin{array}{c} #1 \\ #2 \end{array}\right)}<br /> K x = \colv{2}{2}[/tex] for
[tex]K = \left(<br /> \begin{array}{cc}<br /> 1 & 2\\<br /> 2 & 4<br /> \end{array} \right)[/tex]. Then express the solution in the form x = w + z, where w is in the corange, and z is in the kernel.

Since the determinate of the matrix K will be zero, then there should be infinite least squares solutions since the kernel is non-zero, correct? When I try to find a solution by multiplying each side by K^T, I get no solution rather than infinite solutions. Specifically the sytem

[tex]\newcommand{\colv}[2] {\left(\begin{array}{c} #1 \\ #2 <br /> \left(<br /> \begin{array}{cc}<br /> 5 & 10\\<br /> 0 & 0 <br /> \end{array} \right) x = \colv{0}{10}[/tex]

How can I find the least square of a matrix with determinate zero? Everything I know is based off the fact that the matrix will be invertible.

*My last matrix is messed up somehow, it should be the augmented matrix {{5,10 | 5},{0,0 | 10}}.
 
Last edited:
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Nevermind, I made a calculation error.
 

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