| Least square Problem * Suppose a polynomial Yi = Bot Bix; + Pox? + st Bypt" + &; (E= 1,2,.44571) * In matrix form 2 yy, Bax 4 - "! [A e % Lom xm eo) |B & M)=)1 x fo. ] [AL +] eI, Jn 7 on ed Ba &, * Itis a linear problem a Y=Xfre. Note that X is not square but rectangular because n is not equal to nSolve via Inverse B = (AX) XS, It means best parameters to fit (least square criteria), in other word we are looking for the condition arg niin lly — XB, an L2 norm, note that this norm will be zero for polynomial interpolation.Lets evaluate * Calculate parameter Bo, B: and B2 (Regression problem) co aLets evaluate * Assembly the rectangular (not square) Vandermonde Matrix Data ew 111 4} 4 124 13 9 axm.=6x3, n data m unknown 2) 4 = 3110 15 25 4) 15 1 6 36 5 | 26 6 | 35First + Assembly the rectangular (not square) Vandermonde Matrix B = (XTX) XTy, M 111 . 1111141 ae XT=/]123 4 5 6 X=], 3 46 14 9 16 25 36 13 95 1 6 36 6 21 91 M=/21 91 441 a 3x3 need to find the inverse 91 441 2275Lets evaluate Parameter B = (XTX XTY, Ms 6 21 OL M=1]21 91 441 a 3x3 need to find the inverse M-? 91 441 2275 Using the LU decomposition above, resulted 6 0 0 1 3.5 15.17 L=/21 175 0 U=]0 1 7 91 122.5 37,33 0 0 1| 6 0 21 17.5 91 122.5 37.33 L Upper Matrix MM"! =I My M2 Mis] [mi mis mis] fo 0 My, My Ma) [may min vty) = [0 1 ( Ms May Mga| [inj mig my mao 1. LUM"! =I ~ D a ' , 0 1 3.5 15.17] [a M2 M3 100 0 0 1 7 mM, My, m3) = }0 1 0 0 0 1 my my my 001 a | DLower Matrix MM"! =I My Miz Mis] [mi min ms 100 My, Mr Mrz) |i mi, my -|p 1 4 My My My; my may amy O01 LD=I1 6 0 0 - A 21175 «0 - [of 91 122.5 “ID-Matrix 6 oF 0 Tian do 4s 10 2117.5 0 | |do, dap de: - [pil 91 122.5 37.33] dy dyy das 00 dy dy ay sm 0 0 | * By forward substitution dy, doy dy -0.2000 0.0571 0 dy, day des 0.2500 -0.1875 0.0268The Inverse UM ei a a le Be) * By backward substitution =i 0.1667 0 —0.2000. 0 0.2500 0.0268 » mi, mz My 3.2 -1.95 0.2500 My, My m3) = |-1.95 1.3696 -0.1875 ms, My mi; 0.25 -0,1875 0.0268Best Parameters my, My Mx 32 -1.95 0.2500 =1.95 13696 —-0,1875 0.25 -0.1875 0.0268 M7! = |mj, my mg] = My, My M3, = [32 -195 02500] [1111 1 17/4 B=|-195 1.3686 -0.1875| 1 23 4 5 6| |9 0.25 -0.1875 0.0268 | [1 4 9 16 25 36] |5° ‘ 35 ~ | 06 B = | 0.6357 0.8929Plug in into polynomial a -0.6 y; =— 0.6 + 0.63574; + 0.8929x? B = | 0.6357 0.8929 J Y fo A A