Article View: comp.lang.fortran
Article #4605Re: simultaneous equations...solutions
From: Kaushik Banerjee
Date: Mon, 11 Jan 1993 20:17
Date: Mon, 11 Jan 1993 20:17
33 lines
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1491 bytes
CORRECTION to my previous post:
Fact #1
An nxn linear system Ax=b has a unique solution if
and only if A is nonsingular.
Fact #2
An mxn (where m .ne. n) linear system Ax=b has either
no solution (termed "inconsistent") or an infinite number
of solutions.
Fact #3
The best you can do is a "least squares" solution.
Notation: A' = transpose of A
A^ = inverse of A
||x|| = Euclidean norm of the vector x
Say you want to solve Ax=b where A is nx3
==> A'Ax = A'b (these are the "normal equations")
If the columns of A are linearly independent, then the
3x3 matrix A'A is nonsingular.
==> x = (A'A)^A'b, i.e., x is the unique solution to the
normal equations and the unique least squares solution
to Ax=b.
Definition of a least squares solution:
x is least squares solution if and only if
||Ax - b|| .le. ||Az - b|| for all other vectors z.
^ ---> NOTE this correction.
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Newsgroups: comp.lang.fortran Path: arc1-ca.pugleaf.net!sparky!uunet!usc!sdd.hp.com!spool.mu.edu!darwin.sura.net!gatech!concert!rock!taco!grad09.math.ncsu.edu!kbanerje From: kbanerje@grad09.math.ncsu.edu (Kaushik Banerjee) Subject: Re: simultaneous equations...solutions Message-ID: <1993Jan11.201751.18414@ncsu.edu> Sender: news@ncsu.edu (USENET News System) Organization: NCSU Mathematics Dept. References: <1993Jan10.191952.16384@nuscc.nus.sg> <1993Jan10.211732.24254@ncsu.edu> Date: Mon, 11 Jan 1993 20:17:51 GMT Lines: 33