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2
.
pojeetims and least squaes problems
How to find p and e ?
으
b
/-
했여 ,
.
Law of cosines
ir
oiibo
.
a
alln
b -
' = nalp b + )l - 2 llallbllcs θ
비
⇒ ., 0 =
테니에 =
내바
2
. projection onto a line
다
함
e = b -
ra
someA
p =
fr
How to gef
x
?
or xa
Notethogonaltos
b b is
e p
-
= -
낙 ar ( b - xa ) = o
⇒
마
=
a
=
Then P
품
@
ayzal bl 1 o
coso유에 =
a
= 1 b 매 M
a
10
1
-
'
b =
[홈 ] .
a =
l:]
플
a
* = =
쁩다
b = xo =
[로]
이베 음영
a
c . so =
'
3 -
Schwartz nequality
( : ≤ cosl 1 )
larbl ≤ lan bu k
2 nd proof
1 b - a 도 0
a
-
-aT
20
⇒ 1
bT ) ( 5
픔
a )
bTh ara a
-
* v .
'
4 .
Projectin matrix of Vank l
0
;
P =
pb
a balkn
matmaven find pnam
.
s t
. -
p
= pbb "
n×H mabif
"
d
Note T
pb = a
플 a
=
a
a
@
= b
상
. al
와 en
:]-
"
]다"
그
ea
= t
[ !
"
다 " …
J
t = [4] ,
P =
[로]
Note that
! p is symmeric i . e . bT =
p
P P
'
2 =
5products
frommner
.
Transpose
Notation ( X , y ) = XTY
Then ( AX , y ) = ( Ax ) Ty =
XTATY
L )
=
xTATy
( )
( X ,
ATy )
AT is a matix satisfyng
[ Ax , y ) = ( x ,
ATy ) )
problems and prjecth
2us
6 . least squane
b has relatin :
② Suppose and a = xaa
b
In experiment ,
we have
1및
웅
4 1 bz
what is U ?
b
Now we have 2u = ,
( A)
3 M = b
2
4U =
bz
is solvableif bi b : b 2 : 3
4
:
진
=
:
>
E =
γ
- rx rt
"
bz, tb - su " + ( -
4u
↑ '
distank betvec 파
[함] ,
and
[ 졌)
vij
a sohtim 아
없
=6 , + 3 개 4
⇒
자 떠
.
m + " t
Geometic
observation
[ ] 빛많 등 mmimize
distance
i
L [i )
←
!
남다지회 ]
Least Variabless
7
.
squareproblems vithseveral
cw )
1 ( Ax -
blp )
Fndprojectin
②
랗다
T CCA )
Then b
- Ax I CCA )
>> b
- AX E NCATI CAP N
L ( AT )
⇒ Need f .s . lveATAX = Ab .
If ATA is mvertible ,
one has
- +
마 = (ATA ) ATb and P =
Ax= A ( ATA ) ATb
ex ]
명[ :] 면동 ]
=
AX
①
= b
has Mo solution
* Find X
[.
.
ATA =
)
. )
A =
[. ]
[구]
-
P =
Ax =
[ 용]
Au fr
kRemark dib
= some 내
=
1 bt ccA ) .onecan expect p
Suppose
b
+ )
ATAU Au b
Note A ATA ) ATb A ( ATA )
=
(
=
P
= .
.
Suppoe bt
cA , one expe 다 =
p
2 can
bl ccA ) ⇒ bE NCAT )
s .
P =
A CATA ; 1 ATb =
2 )
.
ny
ATis merftible
연 = b
,
hrertible onecanexpect
+
x
3 . huppoef is
x =
-AA)( Ab
=
A 1 ) AT =
A - 3
A - 13
olumnm S A
4 A has only a
=
ne .
Thw +
파
P = A ( ATA ) ATh -
aa
- bb
aro
크 anditim fr fhat
ATA is merfibler