112
Section
4:
Using
Matrix
Operations
As
an
example
of how the
normal equations
can be
numerically
unsatisfactory
for
solving least-squares problems, consider
the
system defined
by
X
=
100,000.
-100,000.
0.1
0.1
0.2
0.0
0.0
0.2
and
y
=
0.1
0.1
0.1
0.1
Then
and
10,000,000,000.05
-9,999,999,999.99
-9,999,999,999.99 10,000,000,000.05
10,000.03
-9,999.97
However,
when rounded
to 10
digits,
1010
-1010
-1010
1010
which
is the
same
as
what would
be
calculated
if X
were rounded
to
five
significant digits relative
to the
largest
element:
100,000
-100,000
0 0
0 0
0 0
The
HP-15C solves
XTXb
=
XTy
(perturbing
the
singular
matrix
as
described
on
page 118)
and
gets
0.060001
0.060000