Least-square with 2-norm constraint

Versión 2.0.0.1 (4,3 KB) por Bruno Luong
Minimize |A*x-b|^2 such that |x| = cte
0.0
(0)
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Actualizado 26 mar 2021

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This kind of problem arises in statistics, linear algebra, and regularization.

The method uses quadratic eigen-value problem (QEP).
Version 2 also has Sorensen/Brust method

Citar como

Bruno Luong (2024). Least-square with 2-norm constraint (https://www.mathworks.com/matlabcentral/fileexchange/27596-least-square-with-2-norm-constraint), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2010a
Compatible con cualquier versión
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Inspiración para: Quadratic minimization with norm constraint

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SphereLsq

Versión Publicado Notas de la versión
2.0.0.1

Add missing file phifun
2.0.0.0

Implement more robust method
1.0.0.0