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3. Numerical Linear Algebra 99
T
T
The projection matrix is computed as PM=P*inv ((P*P ))*P . Using the
projection matrix, the C’ column vector is obtained as the projection of the
column vector C as C’=PM*C.
C’= 44.3140
25.6450
39.9154
32.0289
31.4915
33.4768
36.9648
22.2118
33.4768
34.0142
Thus the best estimated values of the variable ‘m’ and ‘n’ are computed
as
-1
10 6 44.3140
2 8 25.6450
= 2.9506
2.4680
2
MSE is computed as E [(C-C’) ] = 4.1678. Note that it is not possible to
find the alternate values for the variables ‘m’ and ‘n’ which gives MSE less
than the 4.1678.
