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How do you solve a least square problem with a noninvertible matrix?


Find a non diagonalizable matrix that commutes with a given matrixSquare of a matrix problemProblem with an Invertible matrixHow many different square roots can you find of this $2 times 2$ matrixHow would I find k such that the following matrix is singular?How would I solve the following question on matrix diagonalization and inversion?How to determine the value of a variable in a matrix to make it linearly independent of two other given matrices.Problem with generalized eigenvectors in a 3x3 matrix.Square matrix - prove $AB = BA$Matrix associated with a projection mapping













2












$begingroup$


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.










share|cite|improve this question











$endgroup$











  • $begingroup$
    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
















2












$begingroup$


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.










share|cite|improve this question











$endgroup$











  • $begingroup$
    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














2












2








2





$begingroup$


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.










share|cite|improve this question











$endgroup$




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






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








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

















  • $begingroup$
    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











3 Answers
3






active

oldest

votes


















4












$begingroup$

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:



Mathematica solution






share|cite|improve this answer











$endgroup$




















    2












    $begingroup$

    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 $mathbf x=left(aquad bquad -11-aquad 11+fraca-b2right)^top$






    share|cite|improve this answer











    $endgroup$












    • $begingroup$
      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


















    0












    $begingroup$

    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 $x$.






    share|cite|improve this answer











    $endgroup$












    • $begingroup$
      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










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    3 Answers
    3






    active

    oldest

    votes








    3 Answers
    3






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes









    4












    $begingroup$

    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:



    Mathematica solution






    share|cite|improve this answer











    $endgroup$

















      4












      $begingroup$

      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:



      Mathematica solution






      share|cite|improve this answer











      $endgroup$















        4












        4








        4





        $begingroup$

        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:



        Mathematica solution






        share|cite|improve this answer











        $endgroup$



        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:



        Mathematica solution







        share|cite|improve this answer














        share|cite|improve this answer



        share|cite|improve this answer








        edited Nov 4 '11 at 22:50

























        answered Nov 4 '11 at 17:38









        robjohnrobjohn

        269k27309635




        269k27309635





















            2












            $begingroup$

            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 $mathbf x=left(aquad bquad -11-aquad 11+fraca-b2right)^top$






            share|cite|improve this answer











            $endgroup$












            • $begingroup$
              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















            2












            $begingroup$

            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 $mathbf x=left(aquad bquad -11-aquad 11+fraca-b2right)^top$






            share|cite|improve this answer











            $endgroup$












            • $begingroup$
              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













            2












            2








            2





            $begingroup$

            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 $mathbf x=left(aquad bquad -11-aquad 11+fraca-b2right)^top$






            share|cite|improve this answer











            $endgroup$



            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 $mathbf x=left(aquad bquad -11-aquad 11+fraca-b2right)^top$







            share|cite|improve this answer














            share|cite|improve this answer



            share|cite|improve this answer








            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
















            • $begingroup$
              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.
            $endgroup$
            – 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




            $begingroup$
            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











            0












            $begingroup$

            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 $x$.






            share|cite|improve this answer











            $endgroup$












            • $begingroup$
              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















            0












            $begingroup$

            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 $x$.






            share|cite|improve this answer











            $endgroup$












            • $begingroup$
              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













            0












            0








            0





            $begingroup$

            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 $x$.






            share|cite|improve this answer











            $endgroup$



            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 $x$.







            share|cite|improve this answer














            share|cite|improve this answer



            share|cite|improve this answer








            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
















            • $begingroup$
              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

















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