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How do you solve a least square problem with a noninvertible matrix?
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$begingroup$
How do you find a solution to a matrix $A$ that minimizes $|x|$ when $A^TA$ is not invertible? The matrix is $$A = pmatrix1 &1&2&2\1&2&3&4$$
I don't know if this helps but also in the question above this one, we are asked to find all solutions to $Ax = pmatrix0\11$
Thank you.
matrices
$endgroup$
add a comment |
$begingroup$
How do you find a solution to a matrix $A$ that minimizes $|x|$ when $A^TA$ is not invertible? The matrix is $$A = pmatrix1 &1&2&2\1&2&3&4$$
I don't know if this helps but also in the question above this one, we are asked to find all solutions to $Ax = pmatrix0\11$
Thank you.
matrices
$endgroup$
$begingroup$
The number of elements in row 1 and row 2 of A are not the same. There is a typo either in the first or the second row.
$endgroup$
– tards
Nov 4 '11 at 14:29
$begingroup$
sorry the second row is comprised of [1 2 3 4] without the 0
$endgroup$
– Confused
Nov 4 '11 at 14:32
$begingroup$
Is this question also supposed to assume that $Ax=pmatrix0\1$? Something else is needed, otherwise, $x=0$ is a trivial solution.
$endgroup$
– robjohn♦
Nov 4 '11 at 19:32
add a comment |
$begingroup$
How do you find a solution to a matrix $A$ that minimizes $|x|$ when $A^TA$ is not invertible? The matrix is $$A = pmatrix1 &1&2&2\1&2&3&4$$
I don't know if this helps but also in the question above this one, we are asked to find all solutions to $Ax = pmatrix0\11$
Thank you.
matrices
$endgroup$
How do you find a solution to a matrix $A$ that minimizes $|x|$ when $A^TA$ is not invertible? The matrix is $$A = pmatrix1 &1&2&2\1&2&3&4$$
I don't know if this helps but also in the question above this one, we are asked to find all solutions to $Ax = pmatrix0\11$
Thank you.
matrices
matrices
edited 19 hours ago
Rodrigo de Azevedo
13.1k41960
13.1k41960
asked Nov 4 '11 at 14:17
ConfusedConfused
1113
1113
$begingroup$
The number of elements in row 1 and row 2 of A are not the same. There is a typo either in the first or the second row.
$endgroup$
– tards
Nov 4 '11 at 14:29
$begingroup$
sorry the second row is comprised of [1 2 3 4] without the 0
$endgroup$
– Confused
Nov 4 '11 at 14:32
$begingroup$
Is this question also supposed to assume that $Ax=pmatrix0\1$? Something else is needed, otherwise, $x=0$ is a trivial solution.
$endgroup$
– robjohn♦
Nov 4 '11 at 19:32
add a comment |
$begingroup$
The number of elements in row 1 and row 2 of A are not the same. There is a typo either in the first or the second row.
$endgroup$
– tards
Nov 4 '11 at 14:29
$begingroup$
sorry the second row is comprised of [1 2 3 4] without the 0
$endgroup$
– Confused
Nov 4 '11 at 14:32
$begingroup$
Is this question also supposed to assume that $Ax=pmatrix0\1$? Something else is needed, otherwise, $x=0$ is a trivial solution.
$endgroup$
– robjohn♦
Nov 4 '11 at 19:32
$begingroup$
The number of elements in row 1 and row 2 of A are not the same. There is a typo either in the first or the second row.
$endgroup$
– tards
Nov 4 '11 at 14:29
$begingroup$
The number of elements in row 1 and row 2 of A are not the same. There is a typo either in the first or the second row.
$endgroup$
– tards
Nov 4 '11 at 14:29
$begingroup$
sorry the second row is comprised of [1 2 3 4] without the 0
$endgroup$
– Confused
Nov 4 '11 at 14:32
$begingroup$
sorry the second row is comprised of [1 2 3 4] without the 0
$endgroup$
– Confused
Nov 4 '11 at 14:32
$begingroup$
Is this question also supposed to assume that $Ax=pmatrix0\1$? Something else is needed, otherwise, $x=0$ is a trivial solution.
$endgroup$
– robjohn♦
Nov 4 '11 at 19:32
$begingroup$
Is this question also supposed to assume that $Ax=pmatrix0\1$? Something else is needed, otherwise, $x=0$ is a trivial solution.
$endgroup$
– robjohn♦
Nov 4 '11 at 19:32
add a comment |
3 Answers
3
active
oldest
votes
$begingroup$
As others have assumed, I am assuming that this problem is linked to the previous one and that we are looking to minimize $|x|$ where $Ax=pmatrix0\11$ and $A = pmatrix1&1&2&2\1&2&3&4$. To minimize $|x|$, we can minimize $|x|^2=x^Tx$. To minimize $x^Tx$ over all $x$ so that $Ax=pmatrix0\11$, $x^T$ must be in the row space of $A$.
Suppose $AA^Tu=pmatrix0\11$. Then, it is simple to show that $|A^Tu-x|^2=|x|^2-u^Tpmatrix0\11$, and from there, it is easy to show that $x=A^Tu$ minimizes $|x|$.
If $AA^T$ is invertible, then you can find such a $u$.
Pseudoinverses:
It should be mentioned that when $AA^T$ is invertible, $A^T(AA^T)^-1$ is called the Moore-Penrose Pseudoinverse, or simply the pseudoinverse.
Mathematica:
$endgroup$
add a comment |
$begingroup$
In practice, one uses the singular value decomposition, $mathbf A=mathbf Umathbf Sigmamathbf V^top$ for solving underdetermined problems like these. Taking the SVD approach assumes that you are optimizing with respect to the Euclidean norm, $|cdot|_2$. (If you need to optimize with respect to the 1-norm or max-norm, linear programming methods are required, but I won't get into those.)
For this particular example, we have the decomposition
$$beginalign*
mathbf U&=beginpmatrix
0.4964775289157638 & -0.8680495742074279 \
0.8680495742074279 & 0.4964775289157638
endpmatrix
\
mathbf Sigma&=beginpmatrix
6.302625081925469 & 0 \
0 & 0.5262291104490325
endpmatrix
\
mathbf V&=beginpmatrix
0.2165013919416455 & -0.7061031742896186 \
0.3542296500759905 & 0.2373595096582885 \
0.5707310420176360 & -0.4687436646313301 \
0.7084593001519810 & 0.4747190193165770
endpmatrix
endalign*
$$
Computing the least-squares solution $min|mathbf Amathbf x-mathbf b|_2$ is a matter of computing $mathbf x=mathbf Vmathbf Sigma^-1mathbf U^topmathbf b$; for the particular case of $mathbf b=(0quad 11)^top$, we obtain the solution $$mathbf x=pmatrix-7\3\-4\6$$ There are other solutions, like $mathbf x=(0quad 0quad -11quad 11)^top$. All take the form $mathbf x=left(aquad bquad -11-aquad 11+fraca-b2right)^top$
$endgroup$
$begingroup$
It seems to me that SVD is a bit overkill.
$endgroup$
– robjohn♦
Nov 4 '11 at 17:41
$begingroup$
In practice, @rob. :) It does look as if a different route is expected of them here, seeing it's a classroom problem.
$endgroup$
– J. M. is not a mathematician
Nov 4 '11 at 17:53
$begingroup$
However, the answer you got, is the same answer that is gotten using the method I suggest below (good thing, too). :-)
$endgroup$
– robjohn♦
Nov 4 '11 at 18:33
add a comment |
$begingroup$
I suppose that you are looking to find the value of $x$ for which $(Ax−b)^intercal(Ax−b)$ attains the minimum. As you said this problem cannot be solved as $A$ is noninvertible and I cannot see how there can be a unique solution unless we impose additional constraints on $x$.
$endgroup$
$begingroup$
Yes i found a solution to the second part of the question. But the first part is asking you to find the minimum value of x that satisfies Ax=b. Usually we used the formula x*=(ATA)-1 ATb but in this case since ATA is not invertible it doesn't work. So I attempted to use the formula for projections but I am not confident that that worked, or that it is right. The formula I used to try to solve was xp - (u1(dot)xp)u1 - (u2(dot)xp)u2 where u1 and u2 are the orthanormal basis of the kernel and xp is the xparticular we found by setting Ax=b and solving.
$endgroup$
– Confused
Nov 4 '11 at 14:51
$begingroup$
@confused what would a 'minimum' value mean for a vector valued variable $x$? Are there any other constraints on $x$? If there are no other constraints in $x$ apart from $Ax=b$ then I do not see how the problem can be solved.
$endgroup$
– tards
Nov 4 '11 at 14:59
$begingroup$
We are looking for a minimum of the vector x which I believe would include x1 x2 x3 and x4. And by minimum I think it is the least square minimum...the smallest distance of the vector. Does that make any sense?
$endgroup$
– Confused
Nov 4 '11 at 15:03
$begingroup$
@Confused You are not looking for a minimum $x$. Rather, you are looking to find the value of $x$ for which $(Ax-b)^intercal (Ax-b)$ attains the minimum. As you said this problem cannot be solved as $A$ is noninvertible and I cannot see how there can be a unique solution unless we impose additional constraints on $x$.
$endgroup$
– tards
Nov 4 '11 at 15:09
$begingroup$
Thanks so much for your help! I ran into the same problem you did, and its nice to have conformation that it isnt solvable. So thank you!
$endgroup$
– Confused
Nov 4 '11 at 15:11
add a comment |
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3 Answers
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3 Answers
3
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$begingroup$
As others have assumed, I am assuming that this problem is linked to the previous one and that we are looking to minimize $|x|$ where $Ax=pmatrix0\11$ and $A = pmatrix1&1&2&2\1&2&3&4$. To minimize $|x|$, we can minimize $|x|^2=x^Tx$. To minimize $x^Tx$ over all $x$ so that $Ax=pmatrix0\11$, $x^T$ must be in the row space of $A$.
Suppose $AA^Tu=pmatrix0\11$. Then, it is simple to show that $|A^Tu-x|^2=|x|^2-u^Tpmatrix0\11$, and from there, it is easy to show that $x=A^Tu$ minimizes $|x|$.
If $AA^T$ is invertible, then you can find such a $u$.
Pseudoinverses:
It should be mentioned that when $AA^T$ is invertible, $A^T(AA^T)^-1$ is called the Moore-Penrose Pseudoinverse, or simply the pseudoinverse.
Mathematica:
$endgroup$
add a comment |
$begingroup$
As others have assumed, I am assuming that this problem is linked to the previous one and that we are looking to minimize $|x|$ where $Ax=pmatrix0\11$ and $A = pmatrix1&1&2&2\1&2&3&4$. To minimize $|x|$, we can minimize $|x|^2=x^Tx$. To minimize $x^Tx$ over all $x$ so that $Ax=pmatrix0\11$, $x^T$ must be in the row space of $A$.
Suppose $AA^Tu=pmatrix0\11$. Then, it is simple to show that $|A^Tu-x|^2=|x|^2-u^Tpmatrix0\11$, and from there, it is easy to show that $x=A^Tu$ minimizes $|x|$.
If $AA^T$ is invertible, then you can find such a $u$.
Pseudoinverses:
It should be mentioned that when $AA^T$ is invertible, $A^T(AA^T)^-1$ is called the Moore-Penrose Pseudoinverse, or simply the pseudoinverse.
Mathematica:
$endgroup$
add a comment |
$begingroup$
As others have assumed, I am assuming that this problem is linked to the previous one and that we are looking to minimize $|x|$ where $Ax=pmatrix0\11$ and $A = pmatrix1&1&2&2\1&2&3&4$. To minimize $|x|$, we can minimize $|x|^2=x^Tx$. To minimize $x^Tx$ over all $x$ so that $Ax=pmatrix0\11$, $x^T$ must be in the row space of $A$.
Suppose $AA^Tu=pmatrix0\11$. Then, it is simple to show that $|A^Tu-x|^2=|x|^2-u^Tpmatrix0\11$, and from there, it is easy to show that $x=A^Tu$ minimizes $|x|$.
If $AA^T$ is invertible, then you can find such a $u$.
Pseudoinverses:
It should be mentioned that when $AA^T$ is invertible, $A^T(AA^T)^-1$ is called the Moore-Penrose Pseudoinverse, or simply the pseudoinverse.
Mathematica:
$endgroup$
As others have assumed, I am assuming that this problem is linked to the previous one and that we are looking to minimize $|x|$ where $Ax=pmatrix0\11$ and $A = pmatrix1&1&2&2\1&2&3&4$. To minimize $|x|$, we can minimize $|x|^2=x^Tx$. To minimize $x^Tx$ over all $x$ so that $Ax=pmatrix0\11$, $x^T$ must be in the row space of $A$.
Suppose $AA^Tu=pmatrix0\11$. Then, it is simple to show that $|A^Tu-x|^2=|x|^2-u^Tpmatrix0\11$, and from there, it is easy to show that $x=A^Tu$ minimizes $|x|$.
If $AA^T$ is invertible, then you can find such a $u$.
Pseudoinverses:
It should be mentioned that when $AA^T$ is invertible, $A^T(AA^T)^-1$ is called the Moore-Penrose Pseudoinverse, or simply the pseudoinverse.
Mathematica:
edited Nov 4 '11 at 22:50
answered Nov 4 '11 at 17:38
robjohn♦robjohn
269k27309635
269k27309635
add a comment |
add a comment |
$begingroup$
In practice, one uses the singular value decomposition, $mathbf A=mathbf Umathbf Sigmamathbf V^top$ for solving underdetermined problems like these. Taking the SVD approach assumes that you are optimizing with respect to the Euclidean norm, $|cdot|_2$. (If you need to optimize with respect to the 1-norm or max-norm, linear programming methods are required, but I won't get into those.)
For this particular example, we have the decomposition
$$beginalign*
mathbf U&=beginpmatrix
0.4964775289157638 & -0.8680495742074279 \
0.8680495742074279 & 0.4964775289157638
endpmatrix
\
mathbf Sigma&=beginpmatrix
6.302625081925469 & 0 \
0 & 0.5262291104490325
endpmatrix
\
mathbf V&=beginpmatrix
0.2165013919416455 & -0.7061031742896186 \
0.3542296500759905 & 0.2373595096582885 \
0.5707310420176360 & -0.4687436646313301 \
0.7084593001519810 & 0.4747190193165770
endpmatrix
endalign*
$$
Computing the least-squares solution $min|mathbf Amathbf x-mathbf b|_2$ is a matter of computing $mathbf x=mathbf Vmathbf Sigma^-1mathbf U^topmathbf b$; for the particular case of $mathbf b=(0quad 11)^top$, we obtain the solution $$mathbf x=pmatrix-7\3\-4\6$$ There are other solutions, like $mathbf x=(0quad 0quad -11quad 11)^top$. All take the form $mathbf x=left(aquad bquad -11-aquad 11+fraca-b2right)^top$
$endgroup$
$begingroup$
It seems to me that SVD is a bit overkill.
$endgroup$
– robjohn♦
Nov 4 '11 at 17:41
$begingroup$
In practice, @rob. :) It does look as if a different route is expected of them here, seeing it's a classroom problem.
$endgroup$
– J. M. is not a mathematician
Nov 4 '11 at 17:53
$begingroup$
However, the answer you got, is the same answer that is gotten using the method I suggest below (good thing, too). :-)
$endgroup$
– robjohn♦
Nov 4 '11 at 18:33
add a comment |
$begingroup$
In practice, one uses the singular value decomposition, $mathbf A=mathbf Umathbf Sigmamathbf V^top$ for solving underdetermined problems like these. Taking the SVD approach assumes that you are optimizing with respect to the Euclidean norm, $|cdot|_2$. (If you need to optimize with respect to the 1-norm or max-norm, linear programming methods are required, but I won't get into those.)
For this particular example, we have the decomposition
$$beginalign*
mathbf U&=beginpmatrix
0.4964775289157638 & -0.8680495742074279 \
0.8680495742074279 & 0.4964775289157638
endpmatrix
\
mathbf Sigma&=beginpmatrix
6.302625081925469 & 0 \
0 & 0.5262291104490325
endpmatrix
\
mathbf V&=beginpmatrix
0.2165013919416455 & -0.7061031742896186 \
0.3542296500759905 & 0.2373595096582885 \
0.5707310420176360 & -0.4687436646313301 \
0.7084593001519810 & 0.4747190193165770
endpmatrix
endalign*
$$
Computing the least-squares solution $min|mathbf Amathbf x-mathbf b|_2$ is a matter of computing $mathbf x=mathbf Vmathbf Sigma^-1mathbf U^topmathbf b$; for the particular case of $mathbf b=(0quad 11)^top$, we obtain the solution $$mathbf x=pmatrix-7\3\-4\6$$ There are other solutions, like $mathbf x=(0quad 0quad -11quad 11)^top$. All take the form $mathbf x=left(aquad bquad -11-aquad 11+fraca-b2right)^top$
$endgroup$
$begingroup$
It seems to me that SVD is a bit overkill.
$endgroup$
– robjohn♦
Nov 4 '11 at 17:41
$begingroup$
In practice, @rob. :) It does look as if a different route is expected of them here, seeing it's a classroom problem.
$endgroup$
– J. M. is not a mathematician
Nov 4 '11 at 17:53
$begingroup$
However, the answer you got, is the same answer that is gotten using the method I suggest below (good thing, too). :-)
$endgroup$
– robjohn♦
Nov 4 '11 at 18:33
add a comment |
$begingroup$
In practice, one uses the singular value decomposition, $mathbf A=mathbf Umathbf Sigmamathbf V^top$ for solving underdetermined problems like these. Taking the SVD approach assumes that you are optimizing with respect to the Euclidean norm, $|cdot|_2$. (If you need to optimize with respect to the 1-norm or max-norm, linear programming methods are required, but I won't get into those.)
For this particular example, we have the decomposition
$$beginalign*
mathbf U&=beginpmatrix
0.4964775289157638 & -0.8680495742074279 \
0.8680495742074279 & 0.4964775289157638
endpmatrix
\
mathbf Sigma&=beginpmatrix
6.302625081925469 & 0 \
0 & 0.5262291104490325
endpmatrix
\
mathbf V&=beginpmatrix
0.2165013919416455 & -0.7061031742896186 \
0.3542296500759905 & 0.2373595096582885 \
0.5707310420176360 & -0.4687436646313301 \
0.7084593001519810 & 0.4747190193165770
endpmatrix
endalign*
$$
Computing the least-squares solution $min|mathbf Amathbf x-mathbf b|_2$ is a matter of computing $mathbf x=mathbf Vmathbf Sigma^-1mathbf U^topmathbf b$; for the particular case of $mathbf b=(0quad 11)^top$, we obtain the solution $$mathbf x=pmatrix-7\3\-4\6$$ There are other solutions, like $mathbf x=(0quad 0quad -11quad 11)^top$. All take the form $mathbf x=left(aquad bquad -11-aquad 11+fraca-b2right)^top$
$endgroup$
In practice, one uses the singular value decomposition, $mathbf A=mathbf Umathbf Sigmamathbf V^top$ for solving underdetermined problems like these. Taking the SVD approach assumes that you are optimizing with respect to the Euclidean norm, $|cdot|_2$. (If you need to optimize with respect to the 1-norm or max-norm, linear programming methods are required, but I won't get into those.)
For this particular example, we have the decomposition
$$beginalign*
mathbf U&=beginpmatrix
0.4964775289157638 & -0.8680495742074279 \
0.8680495742074279 & 0.4964775289157638
endpmatrix
\
mathbf Sigma&=beginpmatrix
6.302625081925469 & 0 \
0 & 0.5262291104490325
endpmatrix
\
mathbf V&=beginpmatrix
0.2165013919416455 & -0.7061031742896186 \
0.3542296500759905 & 0.2373595096582885 \
0.5707310420176360 & -0.4687436646313301 \
0.7084593001519810 & 0.4747190193165770
endpmatrix
endalign*
$$
Computing the least-squares solution $min|mathbf Amathbf x-mathbf b|_2$ is a matter of computing $mathbf x=mathbf Vmathbf Sigma^-1mathbf U^topmathbf b$; for the particular case of $mathbf b=(0quad 11)^top$, we obtain the solution $$mathbf x=pmatrix-7\3\-4\6$$ There are other solutions, like $mathbf x=(0quad 0quad -11quad 11)^top$. All take the form $mathbf x=left(aquad bquad -11-aquad 11+fraca-b2right)^top$
edited Nov 5 '11 at 0:21
answered Nov 4 '11 at 15:41
J. M. is not a mathematicianJ. M. is not a mathematician
61.3k5152290
61.3k5152290
$begingroup$
It seems to me that SVD is a bit overkill.
$endgroup$
– robjohn♦
Nov 4 '11 at 17:41
$begingroup$
In practice, @rob. :) It does look as if a different route is expected of them here, seeing it's a classroom problem.
$endgroup$
– J. M. is not a mathematician
Nov 4 '11 at 17:53
$begingroup$
However, the answer you got, is the same answer that is gotten using the method I suggest below (good thing, too). :-)
$endgroup$
– robjohn♦
Nov 4 '11 at 18:33
add a comment |
$begingroup$
It seems to me that SVD is a bit overkill.
$endgroup$
– robjohn♦
Nov 4 '11 at 17:41
$begingroup$
In practice, @rob. :) It does look as if a different route is expected of them here, seeing it's a classroom problem.
$endgroup$
– J. M. is not a mathematician
Nov 4 '11 at 17:53
$begingroup$
However, the answer you got, is the same answer that is gotten using the method I suggest below (good thing, too). :-)
$endgroup$
– robjohn♦
Nov 4 '11 at 18:33
$begingroup$
It seems to me that SVD is a bit overkill.
$endgroup$
– robjohn♦
Nov 4 '11 at 17:41
$begingroup$
It seems to me that SVD is a bit overkill.
$endgroup$
– robjohn♦
Nov 4 '11 at 17:41
$begingroup$
In practice, @rob. :) It does look as if a different route is expected of them here, seeing it's a classroom problem.
$endgroup$
– J. M. is not a mathematician
Nov 4 '11 at 17:53
$begingroup$
In practice, @rob. :) It does look as if a different route is expected of them here, seeing it's a classroom problem.
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– J. M. is not a mathematician
Nov 4 '11 at 17:53
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However, the answer you got, is the same answer that is gotten using the method I suggest below (good thing, too). :-)
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– robjohn♦
Nov 4 '11 at 18:33
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However, the answer you got, is the same answer that is gotten using the method I suggest below (good thing, too). :-)
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– robjohn♦
Nov 4 '11 at 18:33
add a comment |
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I suppose that you are looking to find the value of $x$ for which $(Ax−b)^intercal(Ax−b)$ attains the minimum. As you said this problem cannot be solved as $A$ is noninvertible and I cannot see how there can be a unique solution unless we impose additional constraints on $x$.
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Yes i found a solution to the second part of the question. But the first part is asking you to find the minimum value of x that satisfies Ax=b. Usually we used the formula x*=(ATA)-1 ATb but in this case since ATA is not invertible it doesn't work. So I attempted to use the formula for projections but I am not confident that that worked, or that it is right. The formula I used to try to solve was xp - (u1(dot)xp)u1 - (u2(dot)xp)u2 where u1 and u2 are the orthanormal basis of the kernel and xp is the xparticular we found by setting Ax=b and solving.
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– Confused
Nov 4 '11 at 14:51
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@confused what would a 'minimum' value mean for a vector valued variable $x$? Are there any other constraints on $x$? If there are no other constraints in $x$ apart from $Ax=b$ then I do not see how the problem can be solved.
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– tards
Nov 4 '11 at 14:59
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We are looking for a minimum of the vector x which I believe would include x1 x2 x3 and x4. And by minimum I think it is the least square minimum...the smallest distance of the vector. Does that make any sense?
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– Confused
Nov 4 '11 at 15:03
$begingroup$
@Confused You are not looking for a minimum $x$. Rather, you are looking to find the value of $x$ for which $(Ax-b)^intercal (Ax-b)$ attains the minimum. As you said this problem cannot be solved as $A$ is noninvertible and I cannot see how there can be a unique solution unless we impose additional constraints on $x$.
$endgroup$
– tards
Nov 4 '11 at 15:09
$begingroup$
Thanks so much for your help! I ran into the same problem you did, and its nice to have conformation that it isnt solvable. So thank you!
$endgroup$
– Confused
Nov 4 '11 at 15:11
add a comment |
$begingroup$
I suppose that you are looking to find the value of $x$ for which $(Ax−b)^intercal(Ax−b)$ attains the minimum. As you said this problem cannot be solved as $A$ is noninvertible and I cannot see how there can be a unique solution unless we impose additional constraints on $x$.
$endgroup$
$begingroup$
Yes i found a solution to the second part of the question. But the first part is asking you to find the minimum value of x that satisfies Ax=b. Usually we used the formula x*=(ATA)-1 ATb but in this case since ATA is not invertible it doesn't work. So I attempted to use the formula for projections but I am not confident that that worked, or that it is right. The formula I used to try to solve was xp - (u1(dot)xp)u1 - (u2(dot)xp)u2 where u1 and u2 are the orthanormal basis of the kernel and xp is the xparticular we found by setting Ax=b and solving.
$endgroup$
– Confused
Nov 4 '11 at 14:51
$begingroup$
@confused what would a 'minimum' value mean for a vector valued variable $x$? Are there any other constraints on $x$? If there are no other constraints in $x$ apart from $Ax=b$ then I do not see how the problem can be solved.
$endgroup$
– tards
Nov 4 '11 at 14:59
$begingroup$
We are looking for a minimum of the vector x which I believe would include x1 x2 x3 and x4. And by minimum I think it is the least square minimum...the smallest distance of the vector. Does that make any sense?
$endgroup$
– Confused
Nov 4 '11 at 15:03
$begingroup$
@Confused You are not looking for a minimum $x$. Rather, you are looking to find the value of $x$ for which $(Ax-b)^intercal (Ax-b)$ attains the minimum. As you said this problem cannot be solved as $A$ is noninvertible and I cannot see how there can be a unique solution unless we impose additional constraints on $x$.
$endgroup$
– tards
Nov 4 '11 at 15:09
$begingroup$
Thanks so much for your help! I ran into the same problem you did, and its nice to have conformation that it isnt solvable. So thank you!
$endgroup$
– Confused
Nov 4 '11 at 15:11
add a comment |
$begingroup$
I suppose that you are looking to find the value of $x$ for which $(Ax−b)^intercal(Ax−b)$ attains the minimum. As you said this problem cannot be solved as $A$ is noninvertible and I cannot see how there can be a unique solution unless we impose additional constraints on $x$.
$endgroup$
I suppose that you are looking to find the value of $x$ for which $(Ax−b)^intercal(Ax−b)$ attains the minimum. As you said this problem cannot be solved as $A$ is noninvertible and I cannot see how there can be a unique solution unless we impose additional constraints on $x$.
edited Nov 4 '11 at 15:13
answered Nov 4 '11 at 14:48
tardstards
1,44978
1,44978
$begingroup$
Yes i found a solution to the second part of the question. But the first part is asking you to find the minimum value of x that satisfies Ax=b. Usually we used the formula x*=(ATA)-1 ATb but in this case since ATA is not invertible it doesn't work. So I attempted to use the formula for projections but I am not confident that that worked, or that it is right. The formula I used to try to solve was xp - (u1(dot)xp)u1 - (u2(dot)xp)u2 where u1 and u2 are the orthanormal basis of the kernel and xp is the xparticular we found by setting Ax=b and solving.
$endgroup$
– Confused
Nov 4 '11 at 14:51
$begingroup$
@confused what would a 'minimum' value mean for a vector valued variable $x$? Are there any other constraints on $x$? If there are no other constraints in $x$ apart from $Ax=b$ then I do not see how the problem can be solved.
$endgroup$
– tards
Nov 4 '11 at 14:59
$begingroup$
We are looking for a minimum of the vector x which I believe would include x1 x2 x3 and x4. And by minimum I think it is the least square minimum...the smallest distance of the vector. Does that make any sense?
$endgroup$
– Confused
Nov 4 '11 at 15:03
$begingroup$
@Confused You are not looking for a minimum $x$. Rather, you are looking to find the value of $x$ for which $(Ax-b)^intercal (Ax-b)$ attains the minimum. As you said this problem cannot be solved as $A$ is noninvertible and I cannot see how there can be a unique solution unless we impose additional constraints on $x$.
$endgroup$
– tards
Nov 4 '11 at 15:09
$begingroup$
Thanks so much for your help! I ran into the same problem you did, and its nice to have conformation that it isnt solvable. So thank you!
$endgroup$
– Confused
Nov 4 '11 at 15:11
add a comment |
$begingroup$
Yes i found a solution to the second part of the question. But the first part is asking you to find the minimum value of x that satisfies Ax=b. Usually we used the formula x*=(ATA)-1 ATb but in this case since ATA is not invertible it doesn't work. So I attempted to use the formula for projections but I am not confident that that worked, or that it is right. The formula I used to try to solve was xp - (u1(dot)xp)u1 - (u2(dot)xp)u2 where u1 and u2 are the orthanormal basis of the kernel and xp is the xparticular we found by setting Ax=b and solving.
$endgroup$
– Confused
Nov 4 '11 at 14:51
$begingroup$
@confused what would a 'minimum' value mean for a vector valued variable $x$? Are there any other constraints on $x$? If there are no other constraints in $x$ apart from $Ax=b$ then I do not see how the problem can be solved.
$endgroup$
– tards
Nov 4 '11 at 14:59
$begingroup$
We are looking for a minimum of the vector x which I believe would include x1 x2 x3 and x4. And by minimum I think it is the least square minimum...the smallest distance of the vector. Does that make any sense?
$endgroup$
– Confused
Nov 4 '11 at 15:03
$begingroup$
@Confused You are not looking for a minimum $x$. Rather, you are looking to find the value of $x$ for which $(Ax-b)^intercal (Ax-b)$ attains the minimum. As you said this problem cannot be solved as $A$ is noninvertible and I cannot see how there can be a unique solution unless we impose additional constraints on $x$.
$endgroup$
– tards
Nov 4 '11 at 15:09
$begingroup$
Thanks so much for your help! I ran into the same problem you did, and its nice to have conformation that it isnt solvable. So thank you!
$endgroup$
– Confused
Nov 4 '11 at 15:11
$begingroup$
Yes i found a solution to the second part of the question. But the first part is asking you to find the minimum value of x that satisfies Ax=b. Usually we used the formula x*=(ATA)-1 ATb but in this case since ATA is not invertible it doesn't work. So I attempted to use the formula for projections but I am not confident that that worked, or that it is right. The formula I used to try to solve was xp - (u1(dot)xp)u1 - (u2(dot)xp)u2 where u1 and u2 are the orthanormal basis of the kernel and xp is the xparticular we found by setting Ax=b and solving.
$endgroup$
– Confused
Nov 4 '11 at 14:51
$begingroup$
Yes i found a solution to the second part of the question. But the first part is asking you to find the minimum value of x that satisfies Ax=b. Usually we used the formula x*=(ATA)-1 ATb but in this case since ATA is not invertible it doesn't work. So I attempted to use the formula for projections but I am not confident that that worked, or that it is right. The formula I used to try to solve was xp - (u1(dot)xp)u1 - (u2(dot)xp)u2 where u1 and u2 are the orthanormal basis of the kernel and xp is the xparticular we found by setting Ax=b and solving.
$endgroup$
– Confused
Nov 4 '11 at 14:51
$begingroup$
@confused what would a 'minimum' value mean for a vector valued variable $x$? Are there any other constraints on $x$? If there are no other constraints in $x$ apart from $Ax=b$ then I do not see how the problem can be solved.
$endgroup$
– tards
Nov 4 '11 at 14:59
$begingroup$
@confused what would a 'minimum' value mean for a vector valued variable $x$? Are there any other constraints on $x$? If there are no other constraints in $x$ apart from $Ax=b$ then I do not see how the problem can be solved.
$endgroup$
– tards
Nov 4 '11 at 14:59
$begingroup$
We are looking for a minimum of the vector x which I believe would include x1 x2 x3 and x4. And by minimum I think it is the least square minimum...the smallest distance of the vector. Does that make any sense?
$endgroup$
– Confused
Nov 4 '11 at 15:03
$begingroup$
We are looking for a minimum of the vector x which I believe would include x1 x2 x3 and x4. And by minimum I think it is the least square minimum...the smallest distance of the vector. Does that make any sense?
$endgroup$
– Confused
Nov 4 '11 at 15:03
$begingroup$
@Confused You are not looking for a minimum $x$. Rather, you are looking to find the value of $x$ for which $(Ax-b)^intercal (Ax-b)$ attains the minimum. As you said this problem cannot be solved as $A$ is noninvertible and I cannot see how there can be a unique solution unless we impose additional constraints on $x$.
$endgroup$
– tards
Nov 4 '11 at 15:09
$begingroup$
@Confused You are not looking for a minimum $x$. Rather, you are looking to find the value of $x$ for which $(Ax-b)^intercal (Ax-b)$ attains the minimum. As you said this problem cannot be solved as $A$ is noninvertible and I cannot see how there can be a unique solution unless we impose additional constraints on $x$.
$endgroup$
– tards
Nov 4 '11 at 15:09
$begingroup$
Thanks so much for your help! I ran into the same problem you did, and its nice to have conformation that it isnt solvable. So thank you!
$endgroup$
– Confused
Nov 4 '11 at 15:11
$begingroup$
Thanks so much for your help! I ran into the same problem you did, and its nice to have conformation that it isnt solvable. So thank you!
$endgroup$
– Confused
Nov 4 '11 at 15:11
add a comment |
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$begingroup$
The number of elements in row 1 and row 2 of A are not the same. There is a typo either in the first or the second row.
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– tards
Nov 4 '11 at 14:29
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sorry the second row is comprised of [1 2 3 4] without the 0
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– Confused
Nov 4 '11 at 14:32
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Is this question also supposed to assume that $Ax=pmatrix0\1$? Something else is needed, otherwise, $x=0$ is a trivial solution.
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– robjohn♦
Nov 4 '11 at 19:32