Vittal Rao
Lecture 1: August 05, 2010
1.1
Linear Systems
(1.1)
)
(1.2)
1.2
)
(1.3)
a12 x2 + +
a22 x2 + +
..
.
a1n xn =
a2n xn =
..
.
b1 ,
b2 ,
..
.
(1.4)
1.2.1
Eb (x) = b Ax
YES
How many?
Exactly One
Infinitely many
Under what
conditions
Under what
conditions
Exactly one
Infinitely many
Characterize
all solutions
Under what
conditions
Under what
conditions
Characterize all least
square solutions
Find the
unique solution
Find a criterion
to pick a unique
representative least
square solution
m
X
(bi (Ax)i )2 .
i=1
What we can show is that we can find xl Rn such that this error
is minimized, that is,
eb (xl ) eb (x) x Rn .
1.2.2
1.3
Easy Systems
1.4 Exercises
The matrix of such a system is
D = (aii )1in =
a11
0
..
.
0
0 ...
a22 . . .
..
..
.
.
0 ...
0
0
..
.
ann
1.3.1
1.4
Exercises
b1
2 0 0 0
0 1 0 0
, b = b2 ,
D =
b3
0 0 4 0
0 0 0 6
b4
2 0 0
0 1 0
D =
0 0 0
0 0 0
0
0
0
0