a) Supppose H is a 2 dimensional subspace of R³ with a basis {b₁,b2}, and y is a vector given by b₁ = -1,b2 - ()--) y = 2 Find projy and z such that y = projµy + z. Hint: Find the basis of H, then use inner product to find the coefficients. b)Find the least squares solution of the following equation and then find the least-squares error, (0-0) -1 = 2

Advanced Engineering Mathematics
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ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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## Vector Projection and Least Squares Solution in Linear Algebra

### Question 2

#### Part a)

Suppose \( H \) is a 2-dimensional subspace of \( \mathbb{R}^3 \) with a basis \( \{ \mathbf{b_1}, \mathbf{b_2} \} \), and \( \mathbf{y} \) is a vector given by

\[
\mathbf{b_1} = \begin{pmatrix} 1 \\ -1 \\ 0 \end{pmatrix}, \quad \mathbf{b_2} = \begin{pmatrix} 1 \\ 1 \\ 1 \end{pmatrix}, \quad \mathbf{y} = \begin{pmatrix} 1 \\ 2 \\ 1 \end{pmatrix}
\]

Find \( \text{proj}_H \mathbf{y} \) and \( \mathbf{z} \) such that \( \mathbf{y} = \text{proj}_H \mathbf{y} + \mathbf{z} \).

**Hint:** Find the basis of \( H \), then use the inner product to find the coefficients.

#### Part b)

Find the least squares solution of the following equation and then find the least-squares error,

\[
\begin{pmatrix} 1 & 1 \\ -1 & 1 \\ 0 & 1 \end{pmatrix} \begin{pmatrix} y_1 \\ y_2 \end{pmatrix} = \begin{pmatrix} 1 \\ 2 \\ 1 \end{pmatrix}
\]

**Hint:** For the equation \( A\mathbf{y} = \mathbf{b} \), the least-square solution can be found by solving \( A^T A \hat{\mathbf{y}} = A^T \mathbf{b} \). The error is the norm of \( \mathbf{b} - A \hat{\mathbf{y}} \).
Transcribed Image Text:## Vector Projection and Least Squares Solution in Linear Algebra ### Question 2 #### Part a) Suppose \( H \) is a 2-dimensional subspace of \( \mathbb{R}^3 \) with a basis \( \{ \mathbf{b_1}, \mathbf{b_2} \} \), and \( \mathbf{y} \) is a vector given by \[ \mathbf{b_1} = \begin{pmatrix} 1 \\ -1 \\ 0 \end{pmatrix}, \quad \mathbf{b_2} = \begin{pmatrix} 1 \\ 1 \\ 1 \end{pmatrix}, \quad \mathbf{y} = \begin{pmatrix} 1 \\ 2 \\ 1 \end{pmatrix} \] Find \( \text{proj}_H \mathbf{y} \) and \( \mathbf{z} \) such that \( \mathbf{y} = \text{proj}_H \mathbf{y} + \mathbf{z} \). **Hint:** Find the basis of \( H \), then use the inner product to find the coefficients. #### Part b) Find the least squares solution of the following equation and then find the least-squares error, \[ \begin{pmatrix} 1 & 1 \\ -1 & 1 \\ 0 & 1 \end{pmatrix} \begin{pmatrix} y_1 \\ y_2 \end{pmatrix} = \begin{pmatrix} 1 \\ 2 \\ 1 \end{pmatrix} \] **Hint:** For the equation \( A\mathbf{y} = \mathbf{b} \), the least-square solution can be found by solving \( A^T A \hat{\mathbf{y}} = A^T \mathbf{b} \). The error is the norm of \( \mathbf{b} - A \hat{\mathbf{y}} \).
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