Question: I can not understand this problem The SVD algorithm can be used to solve the Least Square problem introduced in the class. -Research the solution
I can not understand this problem
The SVD algorithm can be used to solve the Least Square problem introduced in the class.
-Research the solution and briefly describe the algorithm used and the intuition behind using SVD .
-Implement the described algorithm using your own Matlab or Python code [ you can use the MATLAB SVD built-in function]
-Apply the algorithm for the following linear regression problem:
oGenerate a data set consisting of ``samples'' of each of four variables using the following Matlab code:
N=25;
d1=rand(N,1);
d2=rand(N,1);
d3=rand(N,1);
d4=4*d1-3*d2+2*d3-1;
oIntroduce small ``errors'' into the data
error_var=1.e-5;
d1=d1.*(1+ error_var *rand(N,1));
d2=d2.*(1+ error_var *rand(N,1));
d3=d3.*(1+ error_var *rand(N,1));
d4=d4.*(1+ error_var *rand(N,1));
oImagine the four vectors d1, d2 , d3 ,d4as data given to you, and construct the matrix consisting of the four column vectors A=[d1, d2 , d3 ,d4], We are seeking the coefficient vector x such that
x1d1+x2d2+x3d3+x4d4=1
oUse the SVD based least square solution to find the Least square values of x.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
