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Question: NotesonLeast Squares

Question:NotesonLeast Squares

herclau 1038 Maple
linearalgebra
June 04 2010
1

There is a proper function of Maple to perform matrix left division?
This procedure is right for the calculation of the uncertainties of the coefficients?
There are large these uncertainties?
Comment?

The Least squares problem

x 0 0.5 1 2 5y 1 3 3 5 11

 (1)

(2)

(3)

(4)

Finding the least squares solution with the normal equations

 (5)

(6)

The QR factorization and least squares

 (7)

(8)

(9)

(10)

(11)

(12)

(13)

(14)

compute covariance matrix

 (15)

size of design matrix (row by column)

 (16)

compute reduced chi squared

 (17)

estimate errors using reduced chi squared

 (18)

uncertainties in coefficients

 (19)

(20)

(21)

 



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