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1 .

brojectim oxto lines

2
.
pojeetims and least squaes problems
How to find p and e ?

b

/-
했여 ,
.

f inner products undosines

Law of cosines

ir
oiibo
.

a
alln
b -
' = nalp b + )l - 2 llallbllcs θ


⇒ ., 0 =

테니에 =

내바
2
. projection onto a line



e = b -

ra
someA
p =
fr

How to gef
x
?

or xa
Notethogonaltos
b b is
e p
-

= -

낙 ar ( b - xa ) = o



=

a
=
Then P


@

ayzal bl 1 o
coso유에 =
a
= 1 b 매 M
a
10
1
-
'
b =

[홈 ] .
a =

l:]

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

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


. al
와 en

:]-
"
]다"

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 )

One can detine AT :

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

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
:

=
:
>

If not ohat is a god Candidate fv x ?


,
정 minimize eror

E =
γ
- rx rt
"
bz, tb - su " + ( -

4u

↑ '

distank betvec 파
[함] ,
and
[ 졌)
vij
a sohtim 아

=6 , + 3 개 4

자 떠

.
m + " t
Geometic

observation
[ ] 빛많 등 mmimize
distance

i
L [i )

!

남다지회 ]
Least Variabless
7
.

squareproblems vithseveral

으 Given Ar b ( Amam matix


)
=

find xx to minize eror


1 Ax -
bll

cw )

1 ( Ax -
blp )

Fndprojectin

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

= b
has Mo solution

* Find X

[.
.

ATA =

)
. )
A =
[. ]
[구]
-

Thn* = x ATA ) ATb =

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 +

P = A ( ATA ) ATh -
aa
- bb
aro
크 anditim fr fhat

ATA is merfibler

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