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Generate H (Hilbert Matrix) for n = 15.Compute the right-hand size vector b = Hx so that the exact solution is xˆ = 1 (thevector of ones). Solve the linear system in MATLAB as a least squares problem usingSVD and report the relative error in the approximate solution in the Euclidean norm.Compare your result to the solution obtained by H\b.

Generate H (Hilbert Matrix) for n = 15.Compute the right-hand size vector b = Hx so that the exact solution is xˆ = 1 (thevector of ones). Solve the linear system in MATLAB as a least squares problem usingSVD and report the relative error in the approximate solution in the Euclidean norm.Compare your result to the solution obtained by H\b.

Operations Research : Applications and Algorithms
Operations Research : Applications and Algorithms
4th Edition
ISBN:9780534380588
Author:Wayne L. Winston
Publisher:Wayne L. Winston
Chapter11: Nonlinear Programming
Section11.7: The Method Of Steepest Ascent
Problem 1P
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Generate H (Hilbert Matrix) for n = 15.
Compute the right-hand size vector b = Hx so that the exact solution is xˆ = 1 (the
vector of ones). Solve the linear system in MATLAB as a least squares problem using
SVD and report the relative error in the approximate solution in the Euclidean norm.
Compare your result to the solution obtained by H\b. 

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