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    HW 6

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    Kathy Lee
    This document is a homework assignment for Math 104 covering several topics: 1) Properties of orthogonal matrices and how they relate the Frobenius and 2-norms of matrices. 2) Definitions of the 1-norm and infinity-norm of matrices. 3) Finding the equation of the line of best fit for three data points using least squares. 4) Solving a regularized least squares problem that minimizes the residual sum of squares plus a penalty on the coefficient vector, and how the singular value decomposition can be used to solve this problem.

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    HW 6

    Uploaded by

    Kathy Lee
    33 views1 page
    This document is a homework assignment for Math 104 covering several topics: 1) Properties of orthogonal matrices and how they relate the Frobenius and 2-norms of matrices. 2) Definitions of the 1-norm and infinity-norm of matrices. 3) Finding the equation of the line of best fit for three data points using least squares. 4) Solving a regularized least squares problem that minimizes the residual sum of squares plus a penalty on the coefficient vector, and how the singular value decomposition can be used to solve this problem.

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    This document is a homework assignment for Math 104 covering several topics: 1) Properties of orthogonal matrices and how they relate the Frobenius and 2-norms of matrices. 2) Definitions of the 1-norm and infinity-norm of matrices. 3) Finding the equation of the line of best fit for three data points using least squares. 4) Solving a regularized least squares problem that minimizes the residual sum of squares plus a penalty on the coefficient vector, and how the singular value decomposition can be used to solve this problem.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    33 views1 page

    HW 6

    Uploaded by

    Kathy Lee
    This document is a homework assignment for Math 104 covering several topics: 1) Properties of orthogonal matrices and how they relate the Frobenius and 2-norms of matrices. 2) Definitions of the 1-norm and infinity-norm of matrices. 3) Finding the equation of the line of best fit for three data points using least squares. 4) Solving a regularized least squares problem that minimizes the residual sum of squares plus a penalty on the coefficient vector, and how the singular value decomposition can be used to solve this problem.

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    © All Rights Reserved
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    of 1

    Math 104 Fall 2019

    Homework 6
    Due Thursday, November 14 (before class)

    Homework should be submitted via gradescope.

    1. Let U ∈ Rm×m and V ∈ Rn×n be othogonal matrices. Show that for any A ∈ Rm×n , kU AV kF = kAkF
    and kU AV k2 = kAk2 . Is it true that that we also always have kU AV k1 = kAk1 ? Why or why not?
    2. Let A ∈ Rm×n and recall that the p-norm of A is defined as

    kAkp = max kAxkp .


    kxkp =1

    (a) Show that


    m
    X
    kAk1 = max cj , cj = |aij |.
    1≤j≤n
    i=1

    (b) Show that


    n
    X
    kAk∞ = max ri , ri = |aij |.
    1≤i≤m
    j=1

    3. Very simple linear regression. Consider the three points


         
    0 1 2
    , , .
    1 −1 −2

    What is the equation of the line that best fits those three points, in the sense of least squares?
    4. The least-squares solution minimizes kb − Axk2 . In some applications, we would like to favor ‘low-
    energy’ solutions and minimize instead

    kb − Axk2 + λkxk2 , (1)

    where λ is a positive parameter chosen by the scientist/engineer.


    (a) Find the solution to this problem. [Hint: The SVD of A might be quite handy here.]
    (b) Suppose you have a routine that returns the SVD of any matrix A; that is, it returns U , Σ and
    V . Can you use it to compute the solution? If yes, explain how.
    (c) Suppose you have a routine that returns the solution to any least-squares problem; that is, it
    takes as input an arbitrary pair A, b and returns an x minimizing kb − Axk2 . Can you use it to
    compute the solution? If yes, explain how.

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