13 Sat

[์ธ๊ณต์ง€๋Šฅ์„ ์œ„ํ•œ ์„ ํ˜•๋Œ€์ˆ˜] CHAPTER 3. Least Square

Orthogonal Projection I

Prjection Perspective

  • ํ•œ ํ‰๋ฉด์œผ๋กœ ์ˆ˜์ง์ธ ์ˆ˜์„ ์˜ ๋ฐœ

Orthonormal Sets

  • ์ •์˜ : ๊ฐ ๋ฒกํ„ฐ๊ฐ€ ๋ชจ๋‘ ์ˆ˜์ง => ์ž„์˜์˜ ๋‘๊ฐœ์˜ ๋ฒกํ„ฐ์˜ ๋‚ด์ ์ด ํ•ญ์ƒ 0

Ortho. Basis

  • ๊ฐ ํ‰๋ฉด์˜ ๊ธฐ์ €๋ฒกํ„ฐ ์ฐพ๊ธฐ

  • Gram-Schmidt process๋ฅผ ํ†ตํ•ด ์ฐพ์„ ์ˆ˜ ์žˆ์Œ

  • ๊ธฐ์ €๋ฒกํ„ฐ์‹์€ ์œ„์™€ ๊ฐ™์œผ๋ฉฐ ์•„๋ž˜ ์‹์€ u๊ฐ€ 1์ผ ๊ฒฝ์šฐ(๊ธฐ์ €๋ฒกํ„ฐ์ผ ๊ฒฝ์šฐ(์˜ ์‹

  • ๋‘ ๊ฐœ์˜ ๋ฒกํ„ฐ ์ŠคํŽ˜์ด์Šค๊ฐ€ ์žˆ์„ ๊ฒฝ์šฐ y_hat์€ ์œ„์™€ ๊ฐ™์ด ํ‘œํ˜„๋  ์ˆ˜ ์žˆ์Œ

  • ๊ทผ๋ฐ ์šฐ๋ฆฌ๋Š” y์—์„œ y1-hat ์ด๋ž‘ y2-hat์„ ๊ตฌํ•˜๋ ค๋Š”๊ฒŒ ์•„๋‹ˆ๋ผ ๋ถ• ๋– ์žˆ๋Š” ์  y'์—์„œ ๋ฐ”๋กœ ๊ตฌํ•˜๊ณ  ์‹ถ์€ ๊ฒƒ

  • y๋Š” ๋‹จ์ˆœํžˆ y1-hat๊ณผ y2-hat์˜ ํ•ฉ

Orthogonal Projection II

์ž˜ ์ดํ•ด ๋ชปํ–ˆ๋‹ค. ์–ด๋ ต๋‹ค

Orthogonal Projection

๊ทธ๋žŒ-์Šˆ๋ฏธํŠธ ์ง๊ตํ™”์™€ QR ๋ถ„ํ•ด

์ˆ˜์ง์ด ์•„๋‹ˆ๊ณ  ์„ ํ˜•์ ์œผ๋กœ ๋…๋ฆฝํ•œ ๋‘ ๋ฒกํ„ฐ๋ฅผ ์ˆ˜์งํ•œ ๋ฒกํ„ฐ๋กœ ๋‚˜ํƒ€๋‚ด๊ธฐ

  • x1์€ 45 \sqrt{45} ๋กœ ๋‚˜๋ˆ„๊ณ  x2๋Š” 9 \sqrt{9} ๋กœ ๋‚˜๋ˆ„๊ธฐ

    • ๋†ˆ์ด 1์ธ ๊ธฐ์ €๋ฒกํ„ฐ๋กœ ๋งŒ๋“œ๋Š” ๊ฒƒ

    • ์ŠคํŒฌ์€ ๊ทธ๋Œ€๋กœ ์œ ์ง€

์–ด๋ ต๋‹ค

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