Solution of Overdetermined System of Linear Equations Matlab

SOLVING SYSTEMS OF EQUATIONS AND MATRIX THEORY

The syntax for solving systems of linear equations is very simple. Indeed, since solving systems of linear equations is usually a proceedure consisting of matrix operations, it should be easy in Matlab.

In order to solve a system of linear equations, given in matrix form Ax=b where x and b are column vectors, you need only type x=A\b. Of course, if A is a square nonsingular matrix then we could also write (less efficiently from the numerical point of view) x=inv(A)*b or x=A^(-1)*b.

Example:
Solve the system of equations

          x_1+2x_2+3x_3  = 366 4x_1+5x_2+6x_3 = 804 7x_1+8x_2      = 351

To carry this out in Matlab we type:

          A=[1 2 3;4 5 6;7 8 0]; b=[366 804 351]'; x=A\b

We could also check

          det(A)

If this is not zero we could type

          x=inv(A)*b x=A^(-1)*b

Lets consider an ill-posed problem: Find two numbers X1 and X2 whose average is 3.

          A=[1/2 1/2]; b=3; x=A\b x_ls =      6      0

This answer has the fewest nonzero entries.

Here is another solution

          x=pinv(A)*b  % pinv gives the pseudo inverse solution, x_pinv =        3.0000        3.0000

There are, of course, infinitely many answers. The pseudo-inverse solution is always the smallest in norm

          [norm(x_ls) norm(x_pinv)]  ans =       6.0000    4.2426

Here is another example:

          A=[1 2 3;4 5 6;7 8 0;2 5 8] b=[366 804 351 514]'; x=A\b  %compute the least square solution

In the case of an overdetermined system (more equations than unknowns) the Matlab command \ automatically finds the solution that minimizes the squared error in Ax-b. This solution is called the least square solution.

          res=A*x-b  % this residual has the smallest norm

EXERCISES

As you saw above, when there are fewer equations than unknowns (the underdetermined case) Matlab provides two easy ways to find solutions: \ and pinv. Use these to solve the system (obtained from above) with

          A=A'  %create 3 equations in 4 unknowns b=b(1:3)  %build a new r.h.s

Check that the \ solution has most zeros and that the pinv solution has the smallest norm.

A Matrix A is called idempotent if A^2=A. Show that

          A=[4 -2;6 -3]

is idempotent. Show that

          U=[2 -2 -4;-1 3 4;1 -2 -3] V=[-1 2 4;1 -2 -4;-1 2 4]

are idempotent and find

U*V

Thus, unlike numbers, where only 1^2=1 and 0^2=0, many matrices can be idempotent and a*b=0 does not mean that a or b is zero (Matrices do not form a division algebra).

A square matrix A is called nilpotent of order r if A^r=0. The number r is called the index.

          A=[1 1;-1 -1] A^2

Show that the following matrices are nilpotent:

          A=[1 2 3;1 2 3;-1 -2 -3] B=[-4 4 -4;1 -1 1;5 -5 5] C=[0 1 0 0;0 0 1 0;0 0 0 1;0 0 0 0]

Write a function m-file as a function of k that allows you to verify the fact that the matrix A given by

          A=[k 1+k;1-k -k]^2

is the identity for any real or complex number k. Thus for matrices, a matrix can have infinitly many square roots. Along these lines note that the matrix A=[0 1;0 0] has no square roots. Some matrices have only a finite numer of square roots. Find the square roots of

          A=[3 -4;1 -1]

Solve the systems of equations

          x_1+2x_2-x_3=3 3x_1-x_2+2x_3=1 2x_1-2x_2+3x_3=2 x_1-x_2+x_3=-1

                      5x_1+3x_2+7x_3-4=0 3x_1+26x_2-2x_3-9=0 7x_1+2x_2+10x_3-5=0

Write a program to input two numbers a and b and build the an n by n matrix A (for any desired n) with the number a on the main diagonal and the number b everwhere else. Then find the determinant of A and find a value for x in the formula d=(a-b)^n+x(a-b)^(n-1) so that d is the determinant of A. After some fooling around or using a bit of math you find: ans: x=nb.

Write a program that allows you to input two vectors x and y of length n and build a matrix G with entries G(i,j)=x(i)^(y(j)). Try a few different vectors x and y of lengths n (for a few different n's) and compute the determinants of the resulting matrices. Can you give necessary and sufficient conditions for this determinant to be zero? I can't find a formula for the determinant but, I think it is not zero if none of the x(i) are equal and none of the y(j) are equal It is zero if any of these are equal.

Consider the special case of the previous problem when y=0:(n-1). For this case, compare your answer for the determinant with the answer you get by writing a program to compute d=\prod_{1<= i< j<= n}(x_j-x_i).

Write a program that inputs vectors a and b of the same length n and builds the matrix . Find the determinant. Look at some simple cases. You will see that the answer only depends on the vector b. Can you guess how?

Write a program that inputs two numbers a and b and builds the 2k by 2k matrix (you must input k) . (i.e., a is on the main diagonal, b is on the backwards diagonal and there are zeros everywhere else.) Find the determinant. Take some simple cases. A formula for the determinant looks like (a^x-b^y)^z for some x, y and z. Find x, y, and z.

Write a program that inputs a vector a of any length n and a number x and builds the n by n matrix Then define the function f(x)= prod(a-x), compute the derivative of f and compare the determinant of A with d=f(x)-xf'(x) (i.e., write a series of matlab statements that computes f and f' and d -- you might want to determine the derivative of f by hand first so you have a formula for it.)

For any positive integer n build the matrix Compute the determinant and compare with d=1!2!3!... (n-1)!.

Write a program that inputs two vectors a and b of length n and then builds the matrix (Note the size of C is (n+1) by (n+1).) Find the determinant. Can you guess a formula for the determinant in terms of a and b?

Write a program that inputs a vector a of length n and builds the matrix Let Ck denote the determinant of the submatrix of C given by C(1:k,1:k) for k from 3 to n. Show that Ck=a_kC(k-1)+C(k-2)

For any n build the n by n matrix and find the inverse.

Repeat the last problem but with the lower diagonal having all -1 instead of 1.

Recall, from college algebra or trig, that the equation x^n=1 has n solutions called the nth-roots of unity. These roots can be found using DeMoivre's formula which uses Euler's formula
exp(i*theta)=cos (theta )+i*sin (theta ).

The result is

omega(j)= exp(2*j*pi* i/n)), for j=0, ..., (n-1).

In matlab this vector of numbers can be written very easily. Write a program that inputs n and finds omega. Do a little experimenting, for example,

Check that omega(j)^n=1,

What are the values of
i) sum(omega),
ii) sum(omega.^2),
iii) prod(omega).

Now build a matrix in the form Compute the determinant with x replaced by any omega(j). Can you figure out a formula for the determinant?

As a final exercise, write a Matlab program to do the lottery problem we did using Maple. You might want to write it as a "function" m-file with variable n (the number of times to run the lottery) and a vector v which contains your lottery numbers (e.g. [1 23 32 27 19 48]. (Hint: You might find the following useful:

          test=zeros(1,5); while all(test~=0)~=1   % this while statement helps to obtain a unique vector     lottst=floor(50*rand(1,6))+1  % After you run the program a few times put a                               % semicolon at the end to suppress prining lottst       lot1=sort(lottst);      test=lot1(2:6)-lot1(1:5); end  disp('the lottery numbers are') disp(lottst);

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Solution of Overdetermined System of Linear Equations Matlab

Source: http://courses.che.boun.edu.tr/che555/mtlb1-5.html

Gregory Vist1985

Solution of Overdetermined System of Linear Equations Matlab

SOLVING SYSTEMS OF EQUATIONS AND MATRIX THEORY

EXERCISES

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