Minimizing linear equation Ax=b using gradient descent

I want to find the error in the solution to Ax=b, using gradient descent.
E=||Ax-b||^2
x = [x1;x2], where x1 and x2 range between -5 and 5, with step size 0.2 for each direction.
How do I use Gradient Descent to search for a local minimum with know step size of 0.2, learning rate= 0.1. The search should stop when the difference between previous and current value is 0.002. I am to find solution for x using Gradient Descent, as well error E.

4 个评论

This sounds like a homework question. Please post, what you have tried so far and ask a specific question. The forum will not solve your homework.
%I am trying to find the the Error for each pair of X,Y grid value,
x=(-5:0.2:5);
y=(-5:0.2:5);
[X,Y]= meshgrid(x,y);
A=[2 0;3 1;2 2];
b=[2;3;4];
% E=||Ax-b||^2 where x=[X,Y]
for i=1:length(X)
Error=(norm(A*[X,Y] -b))^2; %I am getting Matlab error here but I do not know how to correct this.
end
surf(X,Y,Z)
% After getting the surf plot, I will perform the gradient descent with a
% function I wrote.
You need to derive the derivative of the Error function. Gradient Descent requires it to move the point of interest to the next.
Thank you. The function that I wrote already does that. My problem is that I struggle to calculate error for all the grid values (X,Y). The array sizes are incompatible but I am not sure how to fix that.

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 采纳的回答

[X1,X2]= meshgrid(-5:0.2:5);
x=[X1(:)';X2(:)'];
E=vecnorm( A*x-b, 2,1);
E=reshape(E,size(X1)); %if desired

3 个评论

Thank you. What does the 2,1 mean in line 3? Also is the same as (A*x-b)^2?
Thank you both. This really helped

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