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\section*{2. Übung} | ||
\subsection*{2.1. Aufgabe} | ||
Zu zeigen: | ||
\begin{equation}\begin{split} | ||
A^TAx = 0 &\Leftrightarrow Ax = 0\\ | ||
\end{split}\end{equation} | ||
bzw. $Rang(A) = n \stackrel{?}{\Leftrightarrow} Rang(A^TA) = 0$ | ||
oder auch $Kern(A) = Kern(A^TA)$ | ||
schon klar: | ||
\begin{equation}\begin{split} | ||
Ax = 0 &\Rightarrow A^TAx = 0 \quad \checkmark | ||
\end{split}\end{equation} | ||
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\subsection*{2.2. Aufgabe} | ||
\begin{equation}\begin{split} | ||
A &= \begin{pmatrix} | ||
-1 & 1\\ | ||
2 & 4\\ | ||
-2 & -1 | ||
\end{pmatrix}\\ | ||
&= Q\cdot R\\ | ||
&\stackrel{\text{\lstinline|Matlab|}}{=} | ||
\underbrace{ | ||
\nicefrac{1}{3}\begin{pmatrix} | ||
-1&2&-2\\ | ||
2&2&1\\ | ||
-2&1&2 | ||
\end{pmatrix}}_{Q} | ||
\cdot | ||
\begin{pmatrix*} | ||
3&3\\ | ||
0&3\\ | ||
0&0 | ||
\end{pmatrix*} | ||
\end{split}\end{equation} | ||
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Minimale 2-Norm des Residuums? | ||
\begin{equation}\begin{split} | ||
\norm{b-Ax}_2^2 &= \norm{\underbrace{Q^Tb}_{c} -Rx}_2^2\\ | ||
&= | ||
\norm{\begin{pmatrix} | ||
c_1\\ | ||
c_2 | ||
\end{pmatrix} | ||
-\begin{pmatrix} | ||
R_1\\ | ||
\vec{0} | ||
\end{pmatrix} | ||
\scdot x | ||
}_2^2 \\ | ||
&= \norm{c_1 -R_1x}_2^2 + \norm{c_2 -\vec{0}x}\\ | ||
\end{split}\end{equation} | ||
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nun könnte für $\norm{c_1 -R_1x}_2^2$ ein x gefunden werden, da aber $\norm{c_2 \quad\cancelto{0}{-\vec{0}x}\quad} \geq 0$ ist, kann das Residuum nur minimal $\norm{c_2}_2^2$ werden. | ||
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Hier also: | ||
\begin{equation}\begin{split} | ||
Q^Tb &= \begin{pmatrix} | ||
-1\\2\\1 | ||
\end{pmatrix}\\ | ||
c_2 &= 1 \Rightarrow | ||
\norm{c_2}_2^2 = 1 | ||
\end{split}\end{equation} | ||
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\subsection*{2.3. Aufgabe} | ||
$A\in \R^{m\times n}, Q \in \R^{m\times m}$ orthogonal, $R_1\in \R^{n\times n}$ obere Dreiecksmatrix und | ||
\begin{equation}\begin{split} | ||
Q^TA = \begin{pmatrix} | ||
R_1\\\vec{0} | ||
\end{pmatrix} | ||
\end{split}\end{equation} | ||
Zeige, $R_1$ ist regulär, gdw. $Rang(A) = n$. | ||
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d.h. zeige, dass $Rang(A) = n \stackrel{?}{\Leftrightarrow} R_1 \text{regulär} \Leftrightarrow Rang(R_1) = n \Leftrightarrow Rang(R) = n | ||
\stackrel{Q \text{regulär}}{\Leftrightarrow} Rang(QR) = n | ||
\Leftrightarrow Rang(A) = n$ | ||
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Da $Q$ orthogonal, wird der Rang von $A$ nicht geändert. | ||
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uebungen/factorio/quadratic approx piecewise/quadWeightErrorPlot.asv
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