LINEAR-ALGEBRA ยท Unit 13 ยท Video 3 ยท Interactive Practice

No Exact Answer? Why Multiplying by Aแต€ Turns Unsolvable Systems into Solvable Ones

IKey Formulas

Formula Name When to Use
ATAx^=ATbA^T A \hat{x} = A^T b Normal Equations Transform unsolvable Ax=bAx = b into solvable system
x^=(ATA)โˆ’1ATb\hat{x} = (A^T A)^{-1} A^T b Least-Squares Solution When AA has linearly independent columns
AA is mร—nโ‡’ATAm \times n \Rightarrow A^T A is nร—nn \times n Dimension Rule Rectangular system โ†’ Square system
ATAA^T A invertible โ€…โ€ŠโŸบโ€…โ€Š\iff columns of AA independent Invertibility Test Determines if x^\hat{x} is unique

IIVisualization 1 โ€” Projection onto the column space

With Col(A)\text{Col}(A) drawn as a line, the shortest residual bโˆ’pb - p is the one that meets Col(A)\text{Col}(A) at a right angle.

๐Ÿ’ก When bb already lies in Col(A)\text{Col}(A), this shortest residual is 00 โ€” then Ax=bAx = b has an exact solution and x^\hat{x} solves it outright.

IIIVisualization 2 โ€” When ATAA^T A goes singular

As the columns of A(t)A(t) slide into dependence at t=1t = 1, detโก(ATA)=26(1โˆ’t)2\det(A^T A) = 26(1 - t)^2 falls to 00 and ATAA^T A loses its inverse.

๐Ÿ’ก ATAA^T A is invertible exactly when the columns of AA are independent โ€” so the uniqueness of x^\hat{x} stands or falls with that independence.

IVVisualization 3 โ€” Least squares minimizes the error

The normal-equations solution is the single line that makes the total squared residual โˆ‘ri2\sum r_i^2 as small as possible.

๐Ÿ’ก GPS works this way: your phone fits its position to more satellite equations than the unknowns require, letting the normal equations average out each signal's noise.

VQuiz Questions

Question 1 ยท Dimensions of the Normal Equations

If AA is a 7ร—37 \times 3 matrix (7 equations, 3 unknowns), what size is ATAA^T A?

โœ… Correct! (3ร—7)(7ร—3)=3ร—3(3 \times 7)(7 \times 3) = 3 \times 3. The normal equations always give an nร—nn \times n square system!

โŒ Not quite. If AA is mร—nm \times n, then ATA^T is nร—mn \times m. Multiply the inner dimensions: (nร—m)(mร—n)=nร—n(n \times m)(m \times n) = n \times n.

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Solution:

AA is 7ร—37 \times 3, so ATA^T is 3ร—73 \times 7. Therefore:

ATA=(3ร—7)โŸATโ‹…(7ร—3)โŸA=(3ร—3)A^T A = \underbrace{(3 \times 7)}_{A^T} \cdot \underbrace{(7 \times 3)}_{A} = (3 \times 3)

Rule: If AA is mร—nm \times n, then ATAA^T A is always nร—nn \times n โ€” square, matching the number of unknowns, not the number of equations.

Question 2 ยท Symmetry of ATAA^T A

True or False: The matrix ATAA^T A is always symmetric, regardless of the shape or entries of AA.

โœ… Correct! (ATA)T=AT(AT)T=ATA(A^T A)^T = A^T(A^T)^T = A^T A. Always symmetric, for any matrix AA!

โŒ Not quite. Try computing (ATA)T(A^T A)^T step by step using (XY)T=YTXT(XY)^T = Y^T X^T.

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Solution: True.

Take the transpose of ATAA^T A:

(ATA)T=AT(AT)T=ATA(A^T A)^T = A^T (A^T)^T = A^T A

This uses two rules:

  1. (XY)T=YTXT(XY)^T = Y^T X^T (reverse order rule)
  2. (AT)T=A(A^T)^T = A (double transpose cancels)

The transpose of ATAA^T A equals itself โ€” that's the definition of symmetric! This holds for any matrix AA of any shape.

In the video's example: ATA=[38830]A^T A = \begin{bmatrix}3 & 8\\8 & 30\end{bmatrix} โ€” both off-diagonals are 8. โœ“

Question 3 ยท Computing det(Aแต€A)

Given A=[111215]A = \begin{bmatrix}1 & 1\\1 & 2\\1 & 5\end{bmatrix}, what is detโก(ATA)\det(A^T A)?

(Hint: first compute ATAA^T A, then use detโกโ€‰โฃ[abcd]=adโˆ’bc\det\!\begin{bmatrix}a & b\\c & d\end{bmatrix} = ad - bc.)

โœ… Correct! 3ร—30โˆ’8ร—8=90โˆ’64=26โ‰ 03 \times 30 - 8 \times 8 = 90 - 64 = 26 \neq 0. Invertible, unique x^\hat{x}!

โŒ Not quite. First find ATA=[38830]A^T A = \begin{bmatrix}3 & 8\\8 & 30\end{bmatrix}, then compute detโก=3(30)โˆ’8(8)\det = 3(30) - 8(8).

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Solution:

Step 1 โ€” Compute ATAA^T A:

AT=[111125]A^T = \begin{bmatrix}1 & 1 & 1\\1 & 2 & 5\end{bmatrix}

ATA=[1โ€‰โฃโ‹…โ€‰โฃ1+1โ€‰โฃโ‹…โ€‰โฃ1+1โ€‰โฃโ‹…โ€‰โฃ11โ€‰โฃโ‹…โ€‰โฃ1+1โ€‰โฃโ‹…โ€‰โฃ2+1โ€‰โฃโ‹…โ€‰โฃ51โ€‰โฃโ‹…โ€‰โฃ1+2โ€‰โฃโ‹…โ€‰โฃ1+5โ€‰โฃโ‹…โ€‰โฃ11โ€‰โฃโ‹…โ€‰โฃ1+2โ€‰โฃโ‹…โ€‰โฃ2+5โ€‰โฃโ‹…โ€‰โฃ5]=[38830]A^T A = \begin{bmatrix}1\!\cdot\!1+1\!\cdot\!1+1\!\cdot\!1 & 1\!\cdot\!1+1\!\cdot\!2+1\!\cdot\!5\\1\!\cdot\!1+2\!\cdot\!1+5\!\cdot\!1 & 1\!\cdot\!1+2\!\cdot\!2+5\!\cdot\!5\end{bmatrix} = \begin{bmatrix}3 & 8\\8 & 30\end{bmatrix}

Step 2 โ€” Determinant:

detโก(ATA)=3ร—30โˆ’8ร—8=90โˆ’64=26\det(A^T A) = 3 \times 30 - 8 \times 8 = 90 - 64 = 26

Since 26โ‰ 026 \neq 0, ATAA^T A is invertible โ†’ unique x^\hat{x} exists!

Why the wrong answers are tempting:

  • 90 = only adad (forgot to subtract bcbc)
  • 64 = only bcbc (forgot the adad term)
  • 0 = would mean dependent columns (they're independent here)

Question 4 ยท When Does Uniqueness Fail?

If A=[131313]A = \begin{bmatrix}1 & 3\\1 & 3\\1 & 3\end{bmatrix}, what happens when you form the normal equations ATAx^=ATbA^T A \hat{x} = A^T b?

โœ… Correct! Dependent columns โ†’ detโก(ATA)=81โˆ’81=0\det(A^T A) = 81 - 81 = 0 โ†’ singular โ†’ no unique x^\hat{x}.

โŒ Not quite. Notice column 2 is 3ร—3 \times column 1 โ€” the columns are linearly dependent. What does the key theorem say about dependent columns and ATAA^T A?

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Solution:

Column 2 of AA is [333]=3โ‹…[111]\begin{bmatrix}3\\3\\3\end{bmatrix} = 3 \cdot \begin{bmatrix}1\\1\\1\end{bmatrix} = 3 ร— Column 1. The columns are linearly dependent!

ATA=[111333][131313]=[39927]A^T A = \begin{bmatrix}1&1&1\\3&3&3\end{bmatrix}\begin{bmatrix}1&3\\1&3\\1&3\end{bmatrix} = \begin{bmatrix}3 & 9\\9 & 27\end{bmatrix}

detโก=3ร—27โˆ’9ร—9=81โˆ’81=0\det = 3 \times 27 - 9 \times 9 = 81 - 81 = 0

ATAA^T A is singular (not invertible). The normal equations still have solutions, but they are not unique.

This confirms the key theorem from the video: ATAA^T A is invertible if and only if the columns of AA are linearly independent.

Why the other options are wrong:

  • ATAA^T A can always be formed, regardless of AA's shape โ€” it's nร—nn \times n.
  • ATAA^T A is 2ร—22 \times 2 here (not 3ร—33 \times 3), since AA has 2 columns.
  • Invertibility is not guaranteed โ€” it depends on column independence.

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