線性代數›Ch7 內積空間
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◀ LA 11/37
11. 正交補空間、最小平方解、正交投影
#LA-07-011中正交補空間最小平方解正交投影
  1. (15 pt) Multiple choice questions and fill-in-the-blank questions. NO need to justify your answer. No credit for unanswered questions. Incorrect answers will deduct the credit until zero point is earned in this section.

(a) (correct: 3; incorrect: -1; unanswered: 0) Let WW be a subspace of Rn\mathbb{R}^n and W⊥W^\perp denotes its orthogonal complement. If W1W_1 is a subspace of Rn\mathbb{R}^n such that x∈W1x \in W_1, then xTu=0x^T u = 0 for all u∈W⊥u \in W^\perp. Justify whether the following statements are true or false.

(i) dim⁡(W1⊥)≤dim⁡(W⊥)\dim(W_1^\perp) \le \dim(W^\perp)

(ii) dim⁡(W1⊥)≤dim⁡(W)\dim(W_1^\perp) \le \dim(W)

(iii) dim⁡(W1⊥)≥dim⁡(W)\dim(W_1^\perp) \ge \dim(W)

(iv) dim⁡(W1⊥)≥dim⁡(W⊥)\dim(W_1^\perp) \ge \dim(W^\perp)

(b) (correct: 3; incorrect: -1; unanswered: 0) Let AA be a 7×57 \times 5 matrix with rank(A)=5\text{rank}(A) = 5. Justify whether the following statements are true or false.

(i) There exists at least one b∈R7\mathbf{b} \in \mathbb{R}^7 such that Ax=bAx = \mathbf{b} has infinite number of least square solutions.

(ii) For any b∈R7\mathbf{b} \in \mathbb{R}^7, Ax=bAx = \mathbf{b} has infinite number of solution.

(iii) There exists at least one b∈R7\mathbf{b} \in \mathbb{R}^7 such that Ax=bAx = \mathbf{b} has a unique least square solution.

(iv) For any b∈R7\mathbf{b} \in \mathbb{R}^7, Ax=bAx = \mathbf{b} has a unique solution.

(c) (correct: 3; incorrect: -1; unanswered: 0) Let B^=[(i)(ii)]∈R2\hat{B} = \begin{bmatrix} (i) \\ (ii) \end{bmatrix} \in \mathbb{R}^2 be the least-squares solution that minimizes ∥Y−XB∥2\|Y - XB\|^2 where

X=[20−1102] and Y=[−101],X = \begin{bmatrix} 2 & 0 \\ -1 & 1 \\ 0 & 2 \end{bmatrix} \text{ and } Y = \begin{bmatrix} -1 \\ 0 \\ 1 \end{bmatrix},

Find the value for (i) and (ii).

(d) (correct: 3; incorrect: -1; unanswered: 0) Let [(i)(ii)]\begin{bmatrix} (i) \\ (ii) \end{bmatrix} be the orthogonal projection of b\mathbf{b} onto u\mathbf{u}, where

b=[−242−10−10] and u=[2−10],\mathbf{b} = \begin{bmatrix} -24 & 2 \\ -10 & -10 \end{bmatrix} \text{ and } \mathbf{u} = \begin{bmatrix} 2 \\ -10 \end{bmatrix},

Find the value for (i) and (ii).

(e) (correct: 3; incorrect: -1; unanswered: 0) Let [(i)(ii)(iii)]\begin{bmatrix} (i) \\ (ii) \\ (iii) \end{bmatrix} be the closest point to y\mathbf{y} in the subspace WW spanned by u1\mathbf{u}_1 and u2\mathbf{u}_2, where

y=[12−12],u1=[−101],u2=[212],\mathbf{y} = \begin{bmatrix} 12 \\ -1 \\ 2 \end{bmatrix}, \quad \mathbf{u}_1 = \begin{bmatrix} -1 \\ 0 \\ 1 \end{bmatrix}, \quad \mathbf{u}_2 = \begin{bmatrix} 2 \\ 1 \\ 2 \end{bmatrix},

Find the value for (i), (ii), and (iii).

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