Norm of least squares residual











up vote
0
down vote

favorite












Let $A=QR$ be the full $QR$ factorization of $Ainmathbb{C}^{mtimes n}$, $mge n$, where



$$Q=begin{bmatrix}
hat{Q}_1 & hat{Q}_2
end{bmatrix}, R=begin{bmatrix}
hat{R}_1\
0
end{bmatrix},$$

where $hat{Q}_1$ and $hat{R}_1$ are reduced $QR$-factorization such that $A=hat{Q}_1hat{R}_1$. I want to prove that the norm of the least squares residual $$r=|b-Ay|$$
(where $y$ is the minimizing vector for the least squares problem) is equal to the norm of $hat{Q}_2b$.



So I proceeded directly and showed that



$$r=b-Ay=b-AA^+b=b-QRR^+Q^*b=left(I-Qbegin{bmatrix}
I_n & 0\
0 & 0
end{bmatrix}Q^*right)b$$

$$=left(I-begin{bmatrix}
hat{Q}_1 & hat{Q}_2
end{bmatrix}begin{bmatrix}
I_n & 0\
0 & 0
end{bmatrix}begin{bmatrix}
hat{Q}_1^*\hat{Q}_2^*
end{bmatrix}right)b=begin{bmatrix}
0&0\0&I_{m-n}
end{bmatrix}b.$$



So that $|r|$ is the norm of the last $m-n$ entries of $b$.



We can also multiply $r$ by $Q^*$ on the left to get that $|r|=|Qr|=|hat{Q}_2r|$, which is the desired result.



But is it then true that $|hat{Q}_2r|=left|begin{bmatrix}
0&0\0&I_{m-n}
end{bmatrix}bright|$
or am I missing something? If if it is true then why not just evaluate the norm of the last $m-n$ entries of $b$ rather than the norm of $hat{Q}_2r$?










share|cite|improve this question


























    up vote
    0
    down vote

    favorite












    Let $A=QR$ be the full $QR$ factorization of $Ainmathbb{C}^{mtimes n}$, $mge n$, where



    $$Q=begin{bmatrix}
    hat{Q}_1 & hat{Q}_2
    end{bmatrix}, R=begin{bmatrix}
    hat{R}_1\
    0
    end{bmatrix},$$

    where $hat{Q}_1$ and $hat{R}_1$ are reduced $QR$-factorization such that $A=hat{Q}_1hat{R}_1$. I want to prove that the norm of the least squares residual $$r=|b-Ay|$$
    (where $y$ is the minimizing vector for the least squares problem) is equal to the norm of $hat{Q}_2b$.



    So I proceeded directly and showed that



    $$r=b-Ay=b-AA^+b=b-QRR^+Q^*b=left(I-Qbegin{bmatrix}
    I_n & 0\
    0 & 0
    end{bmatrix}Q^*right)b$$

    $$=left(I-begin{bmatrix}
    hat{Q}_1 & hat{Q}_2
    end{bmatrix}begin{bmatrix}
    I_n & 0\
    0 & 0
    end{bmatrix}begin{bmatrix}
    hat{Q}_1^*\hat{Q}_2^*
    end{bmatrix}right)b=begin{bmatrix}
    0&0\0&I_{m-n}
    end{bmatrix}b.$$



    So that $|r|$ is the norm of the last $m-n$ entries of $b$.



    We can also multiply $r$ by $Q^*$ on the left to get that $|r|=|Qr|=|hat{Q}_2r|$, which is the desired result.



    But is it then true that $|hat{Q}_2r|=left|begin{bmatrix}
    0&0\0&I_{m-n}
    end{bmatrix}bright|$
    or am I missing something? If if it is true then why not just evaluate the norm of the last $m-n$ entries of $b$ rather than the norm of $hat{Q}_2r$?










    share|cite|improve this question
























      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite











      Let $A=QR$ be the full $QR$ factorization of $Ainmathbb{C}^{mtimes n}$, $mge n$, where



      $$Q=begin{bmatrix}
      hat{Q}_1 & hat{Q}_2
      end{bmatrix}, R=begin{bmatrix}
      hat{R}_1\
      0
      end{bmatrix},$$

      where $hat{Q}_1$ and $hat{R}_1$ are reduced $QR$-factorization such that $A=hat{Q}_1hat{R}_1$. I want to prove that the norm of the least squares residual $$r=|b-Ay|$$
      (where $y$ is the minimizing vector for the least squares problem) is equal to the norm of $hat{Q}_2b$.



      So I proceeded directly and showed that



      $$r=b-Ay=b-AA^+b=b-QRR^+Q^*b=left(I-Qbegin{bmatrix}
      I_n & 0\
      0 & 0
      end{bmatrix}Q^*right)b$$

      $$=left(I-begin{bmatrix}
      hat{Q}_1 & hat{Q}_2
      end{bmatrix}begin{bmatrix}
      I_n & 0\
      0 & 0
      end{bmatrix}begin{bmatrix}
      hat{Q}_1^*\hat{Q}_2^*
      end{bmatrix}right)b=begin{bmatrix}
      0&0\0&I_{m-n}
      end{bmatrix}b.$$



      So that $|r|$ is the norm of the last $m-n$ entries of $b$.



      We can also multiply $r$ by $Q^*$ on the left to get that $|r|=|Qr|=|hat{Q}_2r|$, which is the desired result.



      But is it then true that $|hat{Q}_2r|=left|begin{bmatrix}
      0&0\0&I_{m-n}
      end{bmatrix}bright|$
      or am I missing something? If if it is true then why not just evaluate the norm of the last $m-n$ entries of $b$ rather than the norm of $hat{Q}_2r$?










      share|cite|improve this question













      Let $A=QR$ be the full $QR$ factorization of $Ainmathbb{C}^{mtimes n}$, $mge n$, where



      $$Q=begin{bmatrix}
      hat{Q}_1 & hat{Q}_2
      end{bmatrix}, R=begin{bmatrix}
      hat{R}_1\
      0
      end{bmatrix},$$

      where $hat{Q}_1$ and $hat{R}_1$ are reduced $QR$-factorization such that $A=hat{Q}_1hat{R}_1$. I want to prove that the norm of the least squares residual $$r=|b-Ay|$$
      (where $y$ is the minimizing vector for the least squares problem) is equal to the norm of $hat{Q}_2b$.



      So I proceeded directly and showed that



      $$r=b-Ay=b-AA^+b=b-QRR^+Q^*b=left(I-Qbegin{bmatrix}
      I_n & 0\
      0 & 0
      end{bmatrix}Q^*right)b$$

      $$=left(I-begin{bmatrix}
      hat{Q}_1 & hat{Q}_2
      end{bmatrix}begin{bmatrix}
      I_n & 0\
      0 & 0
      end{bmatrix}begin{bmatrix}
      hat{Q}_1^*\hat{Q}_2^*
      end{bmatrix}right)b=begin{bmatrix}
      0&0\0&I_{m-n}
      end{bmatrix}b.$$



      So that $|r|$ is the norm of the last $m-n$ entries of $b$.



      We can also multiply $r$ by $Q^*$ on the left to get that $|r|=|Qr|=|hat{Q}_2r|$, which is the desired result.



      But is it then true that $|hat{Q}_2r|=left|begin{bmatrix}
      0&0\0&I_{m-n}
      end{bmatrix}bright|$
      or am I missing something? If if it is true then why not just evaluate the norm of the last $m-n$ entries of $b$ rather than the norm of $hat{Q}_2r$?







      linear-algebra norm matrix-decomposition least-squares






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Dec 3 at 4:09









      sequence

      4,18631035




      4,18631035



























          active

          oldest

          votes











          Your Answer





          StackExchange.ifUsing("editor", function () {
          return StackExchange.using("mathjaxEditing", function () {
          StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
          StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
          });
          });
          }, "mathjax-editing");

          StackExchange.ready(function() {
          var channelOptions = {
          tags: "".split(" "),
          id: "69"
          };
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function() {
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled) {
          StackExchange.using("snippets", function() {
          createEditor();
          });
          }
          else {
          createEditor();
          }
          });

          function createEditor() {
          StackExchange.prepareEditor({
          heartbeatType: 'answer',
          convertImagesToLinks: true,
          noModals: true,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: 10,
          bindNavPrevention: true,
          postfix: "",
          imageUploader: {
          brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
          contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
          allowUrls: true
          },
          noCode: true, onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          });


          }
          });














          draft saved

          draft discarded


















          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3023613%2fnorm-of-least-squares-residual%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown






























          active

          oldest

          votes













          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes
















          draft saved

          draft discarded




















































          Thanks for contributing an answer to Mathematics Stack Exchange!


          • Please be sure to answer the question. Provide details and share your research!

          But avoid



          • Asking for help, clarification, or responding to other answers.

          • Making statements based on opinion; back them up with references or personal experience.


          Use MathJax to format equations. MathJax reference.


          To learn more, see our tips on writing great answers.





          Some of your past answers have not been well-received, and you're in danger of being blocked from answering.


          Please pay close attention to the following guidance:


          • Please be sure to answer the question. Provide details and share your research!

          But avoid



          • Asking for help, clarification, or responding to other answers.

          • Making statements based on opinion; back them up with references or personal experience.


          To learn more, see our tips on writing great answers.




          draft saved


          draft discarded














          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3023613%2fnorm-of-least-squares-residual%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown





















































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown

































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown







          Popular posts from this blog

          Bressuire

          Cabo Verde

          Gyllenstierna