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Problem Set 13

The document is a problem set for an Applied Linear Algebra course, focusing on various problems related to subspaces, orthogonal bases, and least-squares solutions. It includes tasks such as finding closest points in subspaces, explaining properties of orthogonal sets, and determining conditions for unique least-squares solutions. Additionally, it requires constructing orthogonal bases and finding least-squares lines for given data points.

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5 views2 pages

Problem Set 13

The document is a problem set for an Applied Linear Algebra course, focusing on various problems related to subspaces, orthogonal bases, and least-squares solutions. It includes tasks such as finding closest points in subspaces, explaining properties of orthogonal sets, and determining conditions for unique least-squares solutions. Additionally, it requires constructing orthogonal bases and finding least-squares lines for given data points.

Uploaded by

fokiwe3682
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Applied Linear Algebra (EE 635): Problem Set 13

Instructor: Prof. Debasattam Pal


November 13, 2025

Problem
1. Find the closest point to y in the subspace W spanned by v1 and v2 .

(a)      
3 3 1
1 1 −1
     
5 ,
y= 
−1 ,
v1 =  
 1 .
v2 =  
     
1 1 −1
(b)      
3 1 −4
−1 −2 1
     
 1 ,
y= 
−1 ,
v1 =  
 0 .
v2 =  
     
13 2 3

2. Let W be a subspace of Rn with an orthogonal basis {w1 , . . . , wp }, and


let {v1 , . . . , vq } be an orthogonal basis for W ⊥ .

(a) Explain why {w1 , . . . , wp , v1 , . . . , vq } is an orthogonal set.


(b) Explain why the set in part (a) spans Rn .
(c) Show that dim W + dim W ⊥ = n.

3. Mark each statement True or False. Justify your answer.


(a) If W is a subspace of Rn and if v is in both W and W ⊥ , then v must
be the zero vector.
(b) In the Orthogonal Decomposition Theorem stated below, each term
in the formula ŷ is itself an orthogonal projection of y onto a sub-
space of W .
The Orthogonal Decomposition Theorem. Let W be a sub-
space of Rn . Then each y ∈ Rn can be written uniquely as
y = ŷ + z,

1
where ŷ ∈ W and z ∈ W ⊥ . If {u1 , . . . , up } is an orthogonal basis for
W , then
y · u1 y · up
ŷ = u1 + · · · + up , z = y − ŷ.
u1 · u1 up · up

(c) If y = z1 + z2 , where z1 is in a subspace W and z2 is in W ⊥ , then z1


must be the orthogonal projection of y onto W .
(d) The best approximation to y by elements of a subspace W is given
by the vector y − projW y.
(e) If an n × p matrix U has orthonormal columns, then U U T x = x for
all x in Rn .
4. Let      
1 0 0
1 1 0
1 ,
x1 =  
1 ,
x2 =  
1 .
x3 =  

1 1 1
Then {x1 , x2 , x3 } is clearly linearly independent and thus a basis for a
subspace W of R4 . Construct an orthogonal basis for W .
5. Let A be an m × n matrix.

(a) State the conditions under which the equation Ax = b has a unique
least-squares solution for each b ∈ Rm .
(b) Show that these conditions are equivalent to the following:
(i) The columns of A are linearly independent.
(ii) The matrix AT A is invertible.
(c) When these conditions are satisfied, write the formula for the unique
least-squares solution x̂.

6. Find the equation y = β0 + β1 x of the least-squares line that best fits the
data points
(2, 1), (5, 2), (7, 3), (8, 3).

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