Generate a random vector b of size n¡n2 × 1 and consider the function S(x) = ||Ax – b|; where || - ||2 is the vector l2 norm. Its gradient is given to be V/(x) = ATAX - ATb. Write a code to find the...


Generate a random vector b of size n¡n2 × 1 and consider the function S(x) = ||Ax – b|; where || - ||2 is the vector l2 norm. Its gradient is given to be V/(x) = ATAX - ATb. Write a code to find the local minima of this function by using the gradient descent algorithm (by using the gradient expression given to you). The step size 7 in the iteration Xk+1 = X4 - 7VS(xk) should be chosen by the formula g gk gATAg where g = VS(xk) = ATAxµ – ATb. The algorithm should execute until ||Xk – Xk-1||2 < 10-4.="" deliverable(s)="" :="" the="" python="" code="" that="" finds="" the="" minimum="" of="" the="" given="" function="" 2="" and="" the="" expression="" for="" t.="" the="" values="" of="" x="" and="" f(x)="" should="" be="" stored="" (1)="" in="" a="">



Jun 05, 2022
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