線性代數›Ch7 內積空間
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9. Gram-Schmidt正交化、QR分解、最小平方解
#LA-07-009中Gram-Schmidt正交化QR分解最小平方解

2-1. (15 points) Given

A=[101011120010] and b=[1111].A = \begin{bmatrix} 1 & 0 & 1 \\ 0 & 1 & 1 \\ 1 & 2 & 0 \\ 0 & 1 & 0 \end{bmatrix} \text{ and } b = \begin{bmatrix} 1 \\ 1 \\ 1 \\ 1 \end{bmatrix}.

If the Gram-Schmidt process is applied to determine an orthonormal basis for R(A)={b∈Rm∣b=Amnx}R(A) = \{b \in \mathbb{R}^m \mid b = A_{mn}x\} and QRQR factorization of AA, then, after the first orthonormal vector q1q_1 and r11r_{11} are computed, we have

Q=[q1 q2 q3]=[0.52−−0−−0.52−−0−−] and R=[r11r12r130r22r2300r33]=[2−−0−−0−−].Q = [q_1\ q_2\ q_3] = \begin{bmatrix} 0.5\sqrt{2} & - & - \\ 0 & - & - \\ 0.5\sqrt{2} & - & - \\ 0 & - & - \end{bmatrix} \text{ and } R = \begin{bmatrix} r_{11} & r_{12} & r_{13} \\ 0 & r_{22} & r_{23} \\ 0 & 0 & r_{33} \end{bmatrix} = \begin{bmatrix} \sqrt{2} & - & - \\ 0 & - & - \\ 0 & - & - \end{bmatrix}.

(a) (5 points) Finish above process and determine q2q_2 and q3q_3, and fill in the columns of QQ.

(b) (5 points) Finish above process and determine RR.

(c) (5 points) Use the QRQR factorization to find the least squares solution of Ax=bAx = b.

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