Exercise 19.2.10 (Underdetermined Linear Equations) Suppose as before that A Rmn and b Rm, but m
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Exercise 19.2.10 (Underdetermined Linear Equations) Suppose as before that A∈ Rm×n and b ∈ Rm, but m≤ n. Assume further that m= rank(A). Let U VT be the SVD of A. Argue that all solutions to Ax = b are of the form
$x = V
+UTb+V
0 y
}m
} n−m
= A+b+V2y (19.10)
for arbitrary y ∈ Rn−m, where V ≡ [ V1 m
, V2 n−m
] } n.
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Related Book For
Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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