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Least squares with minimum-norm solution

version 1.6.0.1 (7.18 KB) by Ivo Houtzager
Least squares with minimum-norm solution
5.0
1 Rating

1 Download

Updated 02 Oct 2020

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Editor's Note: mex

This function calculates the minimum-norm solution of the least squares problem A*X = B. Where A is low-rank matrix. The function LSMIN is faster then the matlab alternative X = pinv(A)*B. Uses the LAPACK functions (S,C,D,Z)EGLSS or (S,C,D,Z)EGLSD.

Cite As

Ivo Houtzager (2021). Least squares with minimum-norm solution (https://www.mathworks.com/matlabcentral/fileexchange/17474-least-squares-with-minimum-norm-solution), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (5)

control22

Hi,
How we can use these files?

Thanks

Siyi Deng

well written .

Jos x@y.z

ok. point taken

Ivo Houtzager

A\B does not work if A is low-rank

A=rand(4,2);
A=[A A]; % rank is 2
B=rand(4,1);
A\B
pinv(A)*B
lsmin(A,B)

Jos x@y.z

why can't you use A\B

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
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