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Chapter 6 (

Chapter 6 discusses concepts related to square matrices, including orthonormality and the least squares method. It covers the Gram-Schmidt process, QR decomposition, and provides examples of overdetermined systems. The chapter emphasizes the importance of orthogonal and normal properties in matrix operations.

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0% found this document useful (0 votes)
2 views11 pages

Chapter 6 (

Chapter 6 discusses concepts related to square matrices, including orthonormality and the least squares method. It covers the Gram-Schmidt process, QR decomposition, and provides examples of overdetermined systems. The chapter emphasizes the importance of orthogonal and normal properties in matrix operations.

Uploaded by

tanvir.ahmed10
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

Chapter-6

501. 3? to emoor or ch-5


→ nxn/square matrix or IN

0.0 math Sir ,


or 25 BT fasto solve after or Franz
→ of square matrix
82 chapter •

Ex. 5n, +2ns + 3n,-7 5 2 3

2 7 8
2n, + 7×2 +813 =5
3 9 2
32, + 942 + 223=6
5 4×3 → [mxn] myn
4x, +222 + 5×3 = 10 4 2 -

not square matrix


overdetermind system →
→ now ≠ col. → can't sol directly

→ num of van > num of ea.

Orthonormality: → a mixture N- (No n, Nzn})

→ Orthogonal + norm (normality) ↳ [✗ a] Row matrix

y = ↳ o → [4×1]
Ex: Simon, ⇒ 9ᵗnxm, ¾
→ col. matrix

g. QT 33
N- No n, Nzn}
fxn)
nxm Lan)
at = ¾

orthogonal on not → "2

→ To check if a matrix is
"3

xty =0

x = 1 yty = 1
→ Normality:
Ex: The following matrix is orthonormal

{# (2.15#11.-2) +
Already transposed]
5 =

Sol : Normality: O u to = 1
⅓ (atl) =#✗ 5 =,
U = # (2,1). # (?)-

.
↓ (1) = ⅓ (1+4) = 1
② VTV = ¥ (1,-2). 5

as normality.
• : set s is proved
(2-2) = 0
UTV = # (2 1) ×# (2) = ⅓
Orthogonal:

orthonormal.
i. It is also

i. This
set is orthogonal.
U
Knoneken Delta: 0 Q: faster of orthonormal property
i_j 0.0 star merge 25?
Sig i≠j UTU [similen matrix multiply off,
U
D normality]
UTV [orthogonal-not equal]
Least Square method:

At A n = Atb

[nxm] [mxn] = [nxn]

Ex: + (-3) Pulse) -ao + a, x+azx²


As overdetermind system TITRO OTROS, SO
f (O) = O
or degree fut GF-, → 1 degree
f (6) = 2

P, (-3) = 90 - 39, = °
as 3hr et. but unknown variable 2hr,
P, (o) = do =
so overdetermind system.
P, (6) = do + Ga, = 2
make
step -1: co-ett matrix

- do

91 2
6

step-2: both side ☁ AT multiply after ,

3 do I

I
→ 6
a, 2
-30 6
6

⇔ (2×2)
(3×2)

Go 3 3 2
a o-3/7

: 2 a, = 5/21
3 3 3 45 2
9,
12
3 45

[Sol using vandermonde]


• :P, (a) =} + In
Ex: + (2) = 3
+(3) = 5 + (5) = 12 f (6) = 15
=3 P2 (5) = dot 591 + 2592- 12
P2(2) = Got 291+492
39, + 992=5 P2 (6) = Go +69, + 3692 = 15
P2 (3) = Got

1 2 9 Go 3
a, 5
1 3 9

1 5 25 92 ⅓
1 6 36

→ At multiply both side:

At A n = Atb
l 1 l l 3
2 4 90
l l l

2 3 5 6 5
3 9 a,
2 3 5 6

5 25 4 9 25 36
4 9 25 36 92 ⅓
6 36

74 do 35
4 16

16 74 376
a, 171
92 879
74 376 2018

elimination]
[sol. using gaussian

74 35 R2- R2- ¥ R,
4 16

16 74 376 171
R, =R3- #R,
74 376 2018 879

16 74 35
4
R-=3- 88 R2
10 80 31
649 231-5
80
992 = - 16.5
9 16 74 35 109, + 8092 =3)
O : 31 490 + 169, + 7492 = 35
-16-5
Ams
We need to remember:
Orthonormal → orthogonal + norm (normality)


UTV = UTU = 1

UT V = 1

QR Decomposition:

A = QR
> orthonormal property

Gram - Schmidt Process


I
3

A - 2
9 = {41,42)
6

U Uz

K-1 K- 2

Pk = Uk 2 (Uk" a:) a. k -1 = 21-1 = O


step-1
l
⇒ 1

Pk k • - 1 - 1=
=
step - 2 ÷
IPK/

6 2
A
2

V2
step-2 : IP, I = 346402
k = 1
545
α

step - 1 •

P,
I, =
P, = U, (P, I
(:)

%)
45
k = 2

P2 = 02- (02+4,) 9,
3

6
(12 2)(8) %) ¥
½)

{) (15. to). ⅓, :)

- (½)-÷ (?)

e- 1:)
=
P2 121 = 040422 = 2
£2
1Pa/

½ E
9 = {4, it

= ¾,
6/545
An =b
A-QR
AT An = At b

⇒ (GRIT OR n = (GR)"b

-
QT R' b
QT Q R A =
⇒ R'
1

⇒ Ra - Qt b
node =3 → deg = 2
+ (-3)-◦
Ex: P, (x) = do + a, (x) = f (a)
+ (o) = ◦

P, (-3) = a o - 39, = 0
+ (6) = 2
P, (o) = 90 = O

P, (6) = do + 69, = 2

3
do

A = 9
6
U, ⅔ (3×2 matrix)

step-1 : k- l
P, =U, =

a. = IT =# (!)
step- 2 k = 2

- (v54,) 4,
P2 = V2

= (?) - ((-3 06). ⅓) t,

3 B. ⟂
B

(i)
4- - 12, "
Fz 5
IP-1 = C- 4) 4 (1) 4
52

= 542
= 4, 42) -

153 -4/542
453 -Ya
3val.
'B 5/542 U,Tq, 02+4, 034

uit, 58 R = 0242 USE
R = 02T 42 O

*
(2×2) O 059

Col Ut
U,TE, = (1 / 1)
÷.' now → Et
- Yaz
= 53
\ ◦ 6) - Yruz
UT 42-↔
5/542
02T I, = V3
= V42
R = 53 ⅓
Fz

Rn = Gtb
: 453 ⅓ ⅓
53 53
run] - Yaz -Yaz 5/542 2

90 = 3/7

9, = 5/21
node = 4 deg = 3

Ex: + (1) = 2 P2(1) = 90-19, t 9, = 2

+ (2) =3
P2 (2) = go + 29, + 992 =3
+ (3) = 6 P2 (3) = 90 + 39, + 992 = 6

+ (4) = 4
1692=9
P2 (4) = do tha it

l
2 g- 41,42, ⅔)
I
3
2 4 &
6
9
3 92 4
4 16

Uz Uz
9,- Pm-½
K =
step 1:

P, = 1414#12 = 54 = 2
P, =D, =
K = 2
step-2

1=02 - (02+41) 4,
0. 5
0.5
I or 5
0 - 5

= 2 - (1 2 34) 0. 5
0. 5

0.5
3 0. 5
a

1. 5 5

- 0. 5

0.5 →

1. 5
1. 5

0. 5


0 - 5
12 =,£21 1. 5

(-1- 57 + to-5) '+ (0-5) 41. 5)2 = 5


IRI =

K =3
step 3

P3 = UK- ⇐ (UK" t;) 4;


T

= Us- [(034,) 9, + (Us 42) 42]


0. 5
It 15
use, - (1 4 9 16) 8:} )

1. 5/55
03T 82 = (1 4 9 16)
0.5/5 555
0.5/5
1. 5/55 1. 5/5
0.5 0.5/B
0. 5
0.5 1 + 555 (0.5/5)
P3 = (&) (15 • 5
1. 5/55

β
83 = 1031 = ½ (
=

IB/= 14L-141-0412 = 2
0. 5 - 1.5/55 0. 5
Q = - 0. 5
0. 5 - 0-5/55
- 0.5
0. 5 0-5/55
• 5 1. 5/55 -5

[Link], UTC, Uzt4,

R =
Vitz UTI

UTI,

5 15
2

55 5 55

Rx = 9ᵗʰ 0. 5 0.5 0.5 0.5

15 Go - 0-5 0.5 1-5


5
2 -1.5/55 E
555 : V5 55
55
2 -0.5 015
015 - 015

3
6
4

15 Go 7. 5
2
5
2. 0055
5 55 a,
55
1. 5
2 92

292 = -1.5 ⇒ 92 - 0-75

9, = 4.6489
5591 + 555 92 = 2.0055

290+59, + 1592 = 7.5 ⇒ 9 0 - - 2- 24725

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