3 lines
517 B
TeX
3 lines
517 B
TeX
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\subsection{Problem 13}
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Let $\mathbf{Ax = b}$ , where $A = I_N \bigotimes C^TC$, the symbol $\bigotimes$ denotes the Kronecker product, $I_N \in R^{N \times N}$ is an identity matrix, $C \in R^{M \times M}$ is a random matrix with a uniform distribution, $M = 100$, and $N=50$, and $x \square N(0, I_{MN})$. Find the direct method that solves the above system of linear equations with the lowest computational cost. Estimate the cost with a roughly calculated number of flops and with the elapsed time.
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