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节 5.2 正交投影与最小二乘解
练习 练习
基础题.
1.
判断下述向量对是否正交:
-
\(a = \begin{pmatrix}
8\\-5
\end{pmatrix},\ b = \begin{pmatrix}
3\\-1
\end{pmatrix}\);
-
\(u = \begin{pmatrix}
12\\3\\-5
\end{pmatrix},\ v = \begin{pmatrix}
2\\-3\\3
\end{pmatrix}\);
-
\(u = \begin{pmatrix}
3\\2\\-5\\0
\end{pmatrix},\ v = \begin{pmatrix}
-4\\1\\-2\\3
\end{pmatrix}\);
-
\(x = \begin{pmatrix}
-3\\7\\4\\0
\end{pmatrix},\ y = \begin{pmatrix}
1\\-8\\15\\-7
\end{pmatrix}\)。
2.
求线性方程组\(AX=\beta\)的最小二乘解,其中
\begin{equation*}
A =\begin{pmatrix}
4 & 0\\
0 & 2\\
1 & 1
\end{pmatrix},\quad \beta =\begin{pmatrix}
2\\0\\11
\end{pmatrix}.
\end{equation*}
提高题.
3.
设\(V_1,V_2\)都是标准内积空间\(\R^n\)的两个子空间。求证:
-
\(\left(V_1^\bot\right)^\bot=V_1\);
-
若
\(V_1\subseteq V_2\),则
\(V_2^\bot\subseteq V_1^\bot\);
-
\(\left(V_1+V_2\right)^\bot=V_1^\bot\bigcap V_2^\bot\);
-
\(\left(V_1\bigcap V_2\right)^\bot=V_1^\bot +V_2^\bot\)。
4.
设\(U\)是下列齐次线性方程组的解空间:
\begin{equation*}
\left\{\begin{array}{l}
x_1-x_3+x_4=0,\\
x_2+x_3=0,
\end{array}\right.
\end{equation*}
试求:
-
-
5.
设
\(A\in\mathbb{R}^{m\times n},\beta\in\mathbb{R}^m\),证明:线性方程组
\(AX=\beta\)有解的充分必要条件是
\(\beta\)与
\(A^TX=0\)的解空间正交。
挑战题.
6.
设矩阵\(A\in \R^{m\times n}\)满秩分解为\(A=BC\),证明其MP广义逆为
\begin{equation*}
A^{\dagger}=C^{\dagger}B^{\dagger}.
\end{equation*}
举例说明当\(A =BC\)不是满秩分解时,存在\(A^{\dagger}\neq C^{\dagger}B^{\dagger}\)的情形。