Least Squares Solutions and the Singular Value Decomposition
with Interactive Graphics
Todd Will @ UW-La Crosse
Supported by UWL Faculty Development Grant
Your homework assignment
Basics
Linear Transformations
Independent Controls
Orthogonal Controls
Singular Values
Three steps to compute
A
x
Singular Value Decomposition
Fundamental equations
Three steps to solve
A
x
=
y
Solving
A
x
=
y
by the numbers
Column space and nullspace
General solutions
Least Squares Solutions
Least Squares Solutions by the numbers
Generalize to
m
by
n
Inverse of A
Pseudo-inverse of A
Review by the numbers
Hand computation of SVD
Copyright © 2007 Todd Will
Created by
Mathematica
(April 14, 2007)