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Question

For each of the sets of data that follows, use the least squares approximation to find the best fits with both (i) a linear function and (ii) a quadratic function. Compute the error EE in both cases. \\ (a){(3,9),(2,6),(0,2),(1,1)}\{(-3,9),(-2,6),(0,2),(1,1)\} (b){(1,2),(3,4),(5,7),(7,9),(9,12)}\{(1,2),(3,4),(5,7),(7,9),(9,12)\} (c){(2,4),(1,3),(0,1),(1,1),(2,3)}\{(-2,4),(-1,3),(0,1),(1,-1),(2,-3)\}

Solution

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Step 1
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a)

i)

First, we need to find the matrix of the system and the right-hand side.

A=[31210111]y=[9621]A=\begin{bmatrix} -3 & 1 \\ -2 & 1 \\ 0 & 1 \\ 1 & 1 \end{bmatrix} \quad y=\begin{bmatrix} 9 \\ 6 \\ 2 \\ 1 \end{bmatrix}

Now, we find the solution to the system

AAx=Ay[14444][x1x2]=[3818]\begin{align*} A^*Ax&=A^*y \\ \begin{bmatrix} 14 & -4 \\ -4 & 4 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} &=\begin{bmatrix} -38 \\ 18 \end{bmatrix} \end{align*}

x=[22.5]\boldsymbol{\Rightarrow x=\begin{bmatrix} -2 \\ 2.5 \end{bmatrix}}

Which means that the linear approximation of this data is given with

y=2t+2.5\textcolor{#c34632}{y=-2t+2.5}

and the error is computed as

Axy2=1\textcolor{#c34632}{||Ax-y||^2=1}

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