Question: What does et = ||Tx-b|| mean in this question ? is this a type of norm we compute for the conjugate gradient method? Time Series

What does et = ||Tx-b|| mean in this question ? is this a type of norm we compute for the conjugate gradient method?

What does et = ||Tx-b|| mean in this question ? is this

Time Series Tutorialeuiz Questions 1. Suppose we wish to solve the linear system Ta: = 1, where T E RM" with n = 215 is a the covariance matrix of a stationary process with automarianoe t} 2 eprI: ltfn] cos[1?rtfn} for t = , . . . ,n 1. 1Write your own implementation of Algorithms 11 | 12 in the lecture notes to compute 93 a T_11 with error at = \"Tmt h\" .5: 113"1 using an initial guess of D. Report how many conjugate gradient iterations i you needed to get to the desired accuracy and printfoutput a {logarithmic} plot of h1[et} {on the yaxis} versus t [on the xaxis}

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