Our data vector b has been measured with some error. Let btrue be the true but unknown data, and let Axtrue = birue. (a) The columns of the matrix V = [v₁,...,Vn] form an orthonormal basis for n-dimensional space. Let's express the solution Xtrue to the least squares problem as Xtrue W1V1+...+wnvn. Determine a formula for w; (i = 1,...,n) in terms of U, btrue, and the singular values of A. (b) Justify the reasoning behind these two statements. 1 A(x-Xtrue)=b-birue -r means ||x-Xtrue || ≤(b-btrue - r||), on btrue =Axtrue means ||btrue || = ||Axtrue||≤||A||||Xtrue ||.
Our data vector b has been measured with some error. Let btrue be the true but unknown data, and let Axtrue = birue. (a) The columns of the matrix V = [v₁,...,Vn] form an orthonormal basis for n-dimensional space. Let's express the solution Xtrue to the least squares problem as Xtrue W1V1+...+wnvn. Determine a formula for w; (i = 1,...,n) in terms of U, btrue, and the singular values of A. (b) Justify the reasoning behind these two statements. 1 A(x-Xtrue)=b-birue -r means ||x-Xtrue || ≤(b-btrue - r||), on btrue =Axtrue means ||btrue || = ||Axtrue||≤||A||||Xtrue ||.
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Your Question:
![Our data vector b has been measured with some error. Let btrue be the true but
unknown data, and let Axtrue = birue.
(a) The columns of the matrix V = [v₁,...,Vn] form an orthonormal basis for n-dimensional
space. Let's express the solution Xtrue to the least squares problem as
Xtrue W1V1+...+wnvn.
Determine a formula for w; (i = 1,...,n) in terms of U, btrue, and the singular values of A.
(b) Justify the reasoning behind these two statements.
1
A(x-Xtrue)=b-birue -r means ||x-Xtrue || ≤(b-btrue - r||),
on
btrue =Axtrue means ||btrue || = ||Axtrue||≤||A||||Xtrue ||.](https://content.bartleby.com/qna-images/question/bb80a24f-ff44-4b2f-b44e-0d6138b99add/9733c2cb-2beb-4dc3-bf74-ac04588ad515/wskyfdo_thumbnail.jpeg)
Transcribed Image Text:Our data vector b has been measured with some error. Let btrue be the true but
unknown data, and let Axtrue = birue.
(a) The columns of the matrix V = [v₁,...,Vn] form an orthonormal basis for n-dimensional
space. Let's express the solution Xtrue to the least squares problem as
Xtrue W1V1+...+wnvn.
Determine a formula for w; (i = 1,...,n) in terms of U, btrue, and the singular values of A.
(b) Justify the reasoning behind these two statements.
1
A(x-Xtrue)=b-birue -r means ||x-Xtrue || ≤(b-btrue - r||),
on
btrue =Axtrue means ||btrue || = ||Axtrue||≤||A||||Xtrue ||.
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