Back to Orthogonal least squares

Exercise 5

Avg difficulty 2.5

Determine whether the following statements are true or false and explain your thinking.

  1. If Ax=bA\xvec=\bvec is consistent, then x^\xhat is a solution to Ax=bA\xvec=\bvec.

  2. If R2=1R^2=1, then the least-squares approximate solution x^\xhat is also a solution to the original equation Ax=bA\xvec=\bvec.

  3. Given the QRQR factorization A=QRA=QR, we have Ax^=QTQbA\xhat=Q^TQ\bvec.

  4. A QRQR factorization provides a method for finding the least-squares approximate solution to Ax=bA\xvec=\bvec that is more reliable than solving the normal equations.

  5. A solution to AATx=AbAA^T\xvec = A\bvec is the least-squares approximate solution to Ax=bA\xvec = \bvec.

Austin, Understanding Linear Algebra, §6.5 Orthogonal least squares, Exercise 5

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Adapted from Understanding Linear Algebra © 2023 David Austin. Licensed under CC BY 4.0. Source: Understanding Linear Algebra. Imported at revision 3e6dced.