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=QE2012_AC-3_ECE580-3= | =QE2012_AC-3_ECE580-3= | ||
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+ | <br> Solutions: | ||
+ | |||
+ | <math>A = BC = \begin{bmatrix} | ||
+ | 1 & 0 \\ | ||
+ | 0 & 1 \\ | ||
+ | 0 & -1 | ||
+ | \end{bmatrix} \begin{bmatrix} | ||
+ | 1 & 0 &-1 \\ | ||
+ | 0 & 1 & 0 | ||
+ | \end{bmatrix}</math> | ||
+ | |||
+ | <math>B^{\dagger} = (B^T B)^{-1}B^T = \begin{bmatrix} | ||
+ | 1 & 0 \\ | ||
+ | 0 & 2 | ||
+ | \end{bmatrix}^{-1} \begin{bmatrix} | ||
+ | 1 & 0 & 0 \\ | ||
+ | 0 & 1 & -1 | ||
+ | \end{bmatrix} = \begin{bmatrix} | ||
+ | 1 & 0 & 0 \\ | ||
+ | 0 & \frac{1}{2} & -\frac{1}{2} | ||
+ | \end{bmatrix}</math> | ||
+ | |||
+ | <math>C^{\dagger} = C^T(CC^T)^{-1} =\begin{bmatrix} | ||
+ | 1 & 0 \\ | ||
+ | 0 & 1 \\ | ||
+ | -1 & 0 | ||
+ | \end{bmatrix} \begin{bmatrix} | ||
+ | 2 & 0 \\ | ||
+ | 0 & 1 | ||
+ | \end{bmatrix}^{-1} = \begin{bmatrix} | ||
+ | \frac{1}{2} & 0 \\ | ||
+ | 0 & 1 \\ | ||
+ | -\frac{1}{2} & 0 | ||
+ | \end{bmatrix} </math> | ||
+ | |||
+ | <math>A^{\dagger} = C^{\dagger}B^{\dagger} =\begin{bmatrix} | ||
+ | \frac{1}{2} & 0 \\ | ||
+ | 0 & 1 \\ | ||
+ | -\frac{1}{2} & 0 | ||
+ | \end{bmatrix} \begin{bmatrix} | ||
+ | 1 & 0 & 0 \\ | ||
+ | 0 & \frac{1}{2} & -\frac{1}{2} | ||
+ | \end{bmatrix} = \begin{bmatrix} | ||
+ | \frac{1}{2} & 0 & 0 \\ | ||
+ | 0 & \frac{1}{2} & -\frac{1}{2} \\ | ||
+ | -\frac{1}{2} & 0 & 0 | ||
+ | \end{bmatrix}</math> | ||
+ | |||
+ | <math> x^{\ast} = A^{\dagger} b = \begin{bmatrix} | ||
+ | \frac{1}{2} & 0 & 0 \\ | ||
+ | 0 & \frac{1}{2} & -\frac{1}{2} \\ | ||
+ | -\frac{1}{2} & 0 & 0 | ||
+ | \end{bmatrix}\begin{bmatrix} | ||
+ | 0 \\ | ||
+ | \frac{1}{2} \\ | ||
+ | 1 | ||
+ | \end{bmatrix} = \begin{bmatrix} | ||
+ | 0 \\ | ||
+ | \frac{1}{2} \\ | ||
+ | 0 | ||
+ | \end{bmatrix}</math> | ||
+ | |||
+ | <br> | ||
+ | |||
+ | Solution 2: | ||
+ | |||
+ | <math>x^{(\ast)}=A^{\dagger}b</math> | ||
+ | |||
+ | Since <math>A = BC = \begin{bmatrix} | ||
+ | 1 & 0 \\ | ||
+ | 0 & 1 \\ | ||
+ | 0 & -1 | ||
+ | \end{bmatrix} \begin{bmatrix} | ||
+ | 1 & 0 &-1 \\ | ||
+ | 0 & 1 & 0 | ||
+ | \end{bmatrix}</math> | ||
+ | |||
+ | <math>B^{\dagger} = (B^T B)^{-1}B^T = \begin{bmatrix} | ||
+ | 1 & 0 \\ | ||
+ | 0 & 2 | ||
+ | \end{bmatrix}^{-1} \begin{bmatrix} | ||
+ | 1 & 0 & 0 \\ | ||
+ | 0 & 1 & -1 | ||
+ | \end{bmatrix} = \begin{bmatrix} | ||
+ | 1 & 0 & 0 \\ | ||
+ | 0 & \frac{1}{2} & -\frac{1}{2} | ||
+ | \end{bmatrix}</math> | ||
+ | |||
+ | <math>C^{\dagger} = C^T(CC^T)^{-1} =\begin{bmatrix} | ||
+ | 1 & 0 \\ | ||
+ | 0 & 1 \\ | ||
+ | -1 & 0 | ||
+ | \end{bmatrix} \begin{bmatrix} | ||
+ | 2 & 0 \\ | ||
+ | 0 & 1 | ||
+ | \end{bmatrix}^{-1} = \begin{bmatrix} | ||
+ | \frac{1}{2} & 0 \\ | ||
+ | 0 & 1 \\ | ||
+ | -\frac{1}{2} & 0 | ||
+ | \end{bmatrix} </math> | ||
+ | |||
+ | <math>A^{\dagger} = C^{\dagger}B^{\dagger} =\begin{bmatrix} | ||
+ | \frac{1}{2} & 0 \\ | ||
+ | 0 & 1 \\ | ||
+ | -\frac{1}{2} & 0 | ||
+ | \end{bmatrix} \begin{bmatrix} | ||
+ | 1 & 0 & 0 \\ | ||
+ | 0 & \frac{1}{2} & -\frac{1}{2} | ||
+ | \end{bmatrix} = \begin{bmatrix} | ||
+ | \frac{1}{2} & 0 & 0 \\ | ||
+ | 0 & \frac{1}{2} & -\frac{1}{2} \\ | ||
+ | -\frac{1}{2} & 0 & 0 | ||
+ | \end{bmatrix}</math> | ||
+ | |||
+ | <math> x^{\ast} = A^{\dagger} b = \begin{bmatrix} | ||
+ | \frac{1}{2} & 0 & 0 \\ | ||
+ | 0 & \frac{1}{2} & -\frac{1}{2} \\ | ||
+ | -\frac{1}{2} & 0 & 0 | ||
+ | \end{bmatrix}\begin{bmatrix} | ||
+ | 0 \\ | ||
+ | \frac{1}{2} \\ | ||
+ | 1 | ||
+ | \end{bmatrix} = \begin{bmatrix} | ||
+ | 0 \\ | ||
+ | \frac{1}{2} \\ | ||
+ | 0 | ||
+ | \end{bmatrix}</math> | ||
+ | |||
+ | <font color="#ff0000"><span style="font-size: 19px;"><math>\color{blue} | ||
+ | \text{ The pseudo inverse of a matrix has the property } | ||
+ | (BC)^{\dagger}=C^{\dagger}B^{\dagger} | ||
+ | </math></span></font> | ||
+ | |||
+ | <br> | ||
Revision as of 05:16, 26 January 2013
QE2012_AC-3_ECE580-3
Solutions:
$ A = BC = \begin{bmatrix} 1 & 0 \\ 0 & 1 \\ 0 & -1 \end{bmatrix} \begin{bmatrix} 1 & 0 &-1 \\ 0 & 1 & 0 \end{bmatrix} $
$ B^{\dagger} = (B^T B)^{-1}B^T = \begin{bmatrix} 1 & 0 \\ 0 & 2 \end{bmatrix}^{-1} \begin{bmatrix} 1 & 0 & 0 \\ 0 & 1 & -1 \end{bmatrix} = \begin{bmatrix} 1 & 0 & 0 \\ 0 & \frac{1}{2} & -\frac{1}{2} \end{bmatrix} $
$ C^{\dagger} = C^T(CC^T)^{-1} =\begin{bmatrix} 1 & 0 \\ 0 & 1 \\ -1 & 0 \end{bmatrix} \begin{bmatrix} 2 & 0 \\ 0 & 1 \end{bmatrix}^{-1} = \begin{bmatrix} \frac{1}{2} & 0 \\ 0 & 1 \\ -\frac{1}{2} & 0 \end{bmatrix} $
$ A^{\dagger} = C^{\dagger}B^{\dagger} =\begin{bmatrix} \frac{1}{2} & 0 \\ 0 & 1 \\ -\frac{1}{2} & 0 \end{bmatrix} \begin{bmatrix} 1 & 0 & 0 \\ 0 & \frac{1}{2} & -\frac{1}{2} \end{bmatrix} = \begin{bmatrix} \frac{1}{2} & 0 & 0 \\ 0 & \frac{1}{2} & -\frac{1}{2} \\ -\frac{1}{2} & 0 & 0 \end{bmatrix} $
$ x^{\ast} = A^{\dagger} b = \begin{bmatrix} \frac{1}{2} & 0 & 0 \\ 0 & \frac{1}{2} & -\frac{1}{2} \\ -\frac{1}{2} & 0 & 0 \end{bmatrix}\begin{bmatrix} 0 \\ \frac{1}{2} \\ 1 \end{bmatrix} = \begin{bmatrix} 0 \\ \frac{1}{2} \\ 0 \end{bmatrix} $
Solution 2:
$ x^{(\ast)}=A^{\dagger}b $
Since $ A = BC = \begin{bmatrix} 1 & 0 \\ 0 & 1 \\ 0 & -1 \end{bmatrix} \begin{bmatrix} 1 & 0 &-1 \\ 0 & 1 & 0 \end{bmatrix} $
$ B^{\dagger} = (B^T B)^{-1}B^T = \begin{bmatrix} 1 & 0 \\ 0 & 2 \end{bmatrix}^{-1} \begin{bmatrix} 1 & 0 & 0 \\ 0 & 1 & -1 \end{bmatrix} = \begin{bmatrix} 1 & 0 & 0 \\ 0 & \frac{1}{2} & -\frac{1}{2} \end{bmatrix} $
$ C^{\dagger} = C^T(CC^T)^{-1} =\begin{bmatrix} 1 & 0 \\ 0 & 1 \\ -1 & 0 \end{bmatrix} \begin{bmatrix} 2 & 0 \\ 0 & 1 \end{bmatrix}^{-1} = \begin{bmatrix} \frac{1}{2} & 0 \\ 0 & 1 \\ -\frac{1}{2} & 0 \end{bmatrix} $
$ A^{\dagger} = C^{\dagger}B^{\dagger} =\begin{bmatrix} \frac{1}{2} & 0 \\ 0 & 1 \\ -\frac{1}{2} & 0 \end{bmatrix} \begin{bmatrix} 1 & 0 & 0 \\ 0 & \frac{1}{2} & -\frac{1}{2} \end{bmatrix} = \begin{bmatrix} \frac{1}{2} & 0 & 0 \\ 0 & \frac{1}{2} & -\frac{1}{2} \\ -\frac{1}{2} & 0 & 0 \end{bmatrix} $
$ x^{\ast} = A^{\dagger} b = \begin{bmatrix} \frac{1}{2} & 0 & 0 \\ 0 & \frac{1}{2} & -\frac{1}{2} \\ -\frac{1}{2} & 0 & 0 \end{bmatrix}\begin{bmatrix} 0 \\ \frac{1}{2} \\ 1 \end{bmatrix} = \begin{bmatrix} 0 \\ \frac{1}{2} \\ 0 \end{bmatrix} $
$ \color{blue} \text{ The pseudo inverse of a matrix has the property } (BC)^{\dagger}=C^{\dagger}B^{\dagger} $