Least Square System Solution The over determined system of equation AxÌ = bÌ given by Has no

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Least Square System Solution The over determined system of equation AxÌ… = bÌ… given by
Least Square System Solution The over determined system of equation

Has no solution. If you premultiply each side of the equation by AT, however, you will obtain a system with a unique solution xÌ… = [x1. x2] representing a point that minimize the sum of the squares of the difference between the left and right hand sides of equation (10). It is called that least squares solution of AxÌ… = bÌ….
(a) Find the linear system AT AxÌ… = ATb.
(b) Solve the linear system found in (a) for the least squares solution.
(c) Plot the three lines detennined by (10) and the point obtained in (b).

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Differential Equations and Linear Algebra

ISBN: 978-0131860612

2nd edition

Authors: Jerry Farlow, James E. Hall, Jean Marie McDill, Beverly H. West

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