Cogito
Linear Algebra · Chapter 8 · Lesson 3
Least Squares and Applications
The best answer when there is no exact one.
12 problems · about 24 minutes · S-ID.B.6, N-VM.C.11
Figure — use these to answer the problems
Warm Up
Straightforward practice. Get the method working first.
5 problemsResiduals of 6 and 8. What is the total of their squares?
AnswerWhat does least squares find?
- The x making Ax as close to b as possible, when no exact solution exists.
- An exact solution that ordinary methods missed.
A prediction of 20 against an observed 18. What is the residual?
AnswerResiduals of 3 and 4. What is the total of their squares?
AnswerLeast squares minimises the total of the squared what? Enter 1 for residuals, 2 for slopes.
Answer
Build It Up
The same ideas with more to keep track of.
3 problemsEvery residual is 0. Was the system solvable exactly? 1 yes, 0 no.
AnswerThe closest reachable vector to b is its projection onto what? Enter 1 for the column space, 2 for the null space.
AnswerResiduals of 5 and 12. What is the total of their squares?
Answer
Stretch Yourself
Mixed problems. Work out what kind of question it is before you start.
4 problemsOrder the reasoning behind least squares.
Write 1 to 4 in the boxes to put these in order.
- Notice that Ax = b has no exact solution
- Ask instead for the closest reachable Ax
- Project b onto the column space of A
- Solve for the x that produces that projection
Is a line of best fit a least squares solution? 1 yes, 0 no.
AnswerThe Overdetermined System
40 equations in 3 unknowns. Is an exact solution likely? 1 yes, 0 no.
AnswerThe Residual
A prediction of 12 against an observed value of 15. What is the residual?
Answer