Write MATLAB programs to solve the problem given below. What is the exact solution x to...
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Write MATLAB programs to solve the problem given below. What is the exact solution x to the linear least squares problem 1 1 € 00 0 € 0 00 € B-8 (14) as a function of e? Solve this least squares problem using each of the following methods. For each method, experiment with the value of the parameter & to see how small you can take it and still obtain an accurate solution. Pay particular attention to values around € ≈ √€mach and € ≈ ¤mach· (a) Normal equations (b) Augmented system (c) Householder QR (d) Givens QR (e) Classical Gram-Schmidt orthogonalization (f) Modified Graam-Schmidt orthogonalization (g) Classical Gram-Schmidt with iterative refinement (i.e., CGS applied twice) (h) Singular value decomposition Write MATLAB programs to solve the problem given below. What is the exact solution x to the linear least squares problem 1 1 € 00 0 € 0 00 € B-8 (14) as a function of e? Solve this least squares problem using each of the following methods. For each method, experiment with the value of the parameter & to see how small you can take it and still obtain an accurate solution. Pay particular attention to values around € ≈ √€mach and € ≈ ¤mach· (a) Normal equations (b) Augmented system (c) Householder QR (d) Givens QR (e) Classical Gram-Schmidt orthogonalization (f) Modified Graam-Schmidt orthogonalization (g) Classical Gram-Schmidt with iterative refinement (i.e., CGS applied twice) (h) Singular value decomposition
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solving a linear least squares problem involves minimizing the sum of squared differences between th... View the full answer
Related Book For
Numerical Methods With Chemical Engineering Applications
ISBN: 9781107135116
1st Edition
Authors: Kevin D. Dorfman, Prodromos Daoutidis
Posted Date:
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