4/6/00
14
Von Neumann & co.
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Solve Ax=b via x=
(A’A)
-1
A’
b
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M
»
A
-1
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Matrix Residual: ||AM-I||
2
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||AM-I||
2
< 200
k
2
n
e
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How should we estimate
k
?
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Assume, as a model, that the elements of A are
independent standard normals!
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