Least-square with 2-norm constraint

Minimize |A*x-b|^2 such that |x| = cte
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Mise à jour 26 mars 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

Citation pour cette source

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. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2010a
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
Remerciements

A inspiré : Quadratic minimization with norm constraint

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Version Publié le Notes de version
2.0.0.1

Add missing file phifun

2.0.0.0

Implement more robust method

1.0.0.0