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The family of the equilevel hypersurfaces
E TLS ( x ) = γ
(4.47)
is introduced, where
plays the role of the family parameter. According to eq.
(4.46), these loci are coincident with the sets of vectors x solving the parametric
equation
γ
2 b T Ax + b T b γ 1
+ x T x =
Q N ( x ) γ Q D ( x ) = x T A T Ax
0
(4.48)
So the equilevel hypersurfaces constitute a family of hyperconics with γ as a
parameter, because any hypersurface is given by a quadratic form equal to zero.
Equation (4.48) is recast in the form
x T A T A γ I n x 2 b T Ax + b T b γ = 0
(4.49)
where I n is the n × n identity matrix. In (4.49) the unknown vector x is substi-
tuted by y + x c (translation), where
x c (γ ) = A T A γ I n 1 A T b
(4.50)
coincides with the center of the hyperconic with level
γ
. Then a parametric
n follows without first-order terms,
y T A T A γ I n y b T A A T A γ I n 1 A T b + b T b γ = 0
equation in y
(4.51)
Given the assumption of rank
( A ) = n , the right singular vectors of A are given
by the columns of the orthogonal matrix V
n
×
n , given by the EVD of A T A :
A T A = V V T
(4.52)
[see eq. (1.2)], being λ n n 1
··· ≤ λ 1 ( λ i = σ i ,where σ i is the i th singular value of A : see Section 1.3).
Replacing (4.52) into (4.51) yields
y T V ( γ I n ) V T y b T AV γ I n 1 V T A T b + b T b γ =
) = T
where
= diag
1 , λ 2 , ... , λ n
0 (4.53)
A rotation z = V T y can be performed so that
z T γ I n z b T AV γ I n 1 V T A T b + b T b γ =
0
(4.54)
By introducing
b T AV γ
I n 1 V T A T b
b T b
g
(γ ) =
+ γ
(4.55)
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