Find the value of vec(x) which minimises (|vec(y)|^2)/(|vec(x)|^2) when vec(y)=A vec(x)

Ayanna Goodman

Ayanna Goodman

Answered question

2022-11-04

Find the value of x which minimises | y | 2 | x | 2 when y = A x

Answer & Explanation

Brooklyn Mcintyre

Brooklyn Mcintyre

Beginner2022-11-05Added 18 answers

First of all, note that since | y | 0, all the eigenvalues of A T A are nonnegative.
The below essentially gives you two ways to solve this: One way using Gaussian elimination, the other using the power iteration algorithm.
If d e t ( A T A ) = 0 (which, if you are using the power iteration algorithm, you don't need to test for separately...you will find this out when you try to invert A T A), solve A T A x = 0 for a non-zero x. You can figure this out from the characteristic polynomial or the minimal polynomial of A T A, among other ways. If the minimal polynomial of ATA is m ( t ) = t n + a n 1 t n 1 + . . . + a 1 t (no constant term since A T A is not invertible), just apply r ( t ) = m ( t ) / t to A T A and the result will be non-zero, and any non-zero column will be an x with A T A x = 0. You can also solve A T A x = 0 by Gaussian elimination.
If d e t ( A T A ) 0, apply the power iteration algorithm to ( A T A ) 1 . You can look up the power iteration algorithm on Wikipedia. It will find the eigenvector corresponding to the largest eigenvalue of ( A T A ) 1 , which will also be the eigenvector corresponding to the smallest eigenvalue of A T A
Or in the d e t ( A T A ) 0 case, you can also use the characteristic polynomial to determine the smallest eigenvalue λ and then apply Gaussian elimination to solve ( A T A λ I ) x = 0

Do you have a similar question?

Recalculate according to your conditions!

New Questions in Differential Equations

Ask your question.
Get an expert answer.

Let our experts help you. Answer in as fast as 15 minutes.

Didn't find what you were looking for?