Matlab LSE 1.0

Operating systemsOS : Windows / Linux / Mac OS / BSD / Solaris
Program licensingScript Licensing : Freeware
CreatedCreated : Aug 28, 2007
Size downloadDownloads : 2
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This submission was written by request - as a tool to ...

This submission was written by request - as a tool to handle linear least squares problems, subject to linear equality constraints that may potentially be rank deficient. (It handles problems with full rank constraints of course too. ) In the event of a rank deficient constraint system, it tests for consistency of the constraints.
I added a few other features to LSE:
- It allows multiple right hand sides to the least squares problem, fully vectorized of course.
- Weights may be supplied.
- You are offered a choice of least squares solvers, either backslash or pinv.
LSE solves the problem (for an unknown vector x)
argmin norm(A*x - b)
subject to the constraints
C*x = d
As an example, consider the random system
A = rand(10, 3);
b = rand(10, 1);
With a rank deficient constraint set
C = [1 1 1; 1 1 1];
d = [1; 1];
X = lse(A, b, C, d)
X =
0. 5107
0. 57451
-0. 085212
Verify that the constraints are satisfied
ans =
Column pivoting is used to eliminate variables from the constraint system when is specified, and when pinv is specified, an svd is used for the final solution.
• MATLAB Release: R2006b

Matlab LSE 1.0 scripting tags: matlab mathematics, deficient, matlab lse, constraints, squares, lse mathematics, rank. What is new in Matlab LSE 1.0 software script? - Unable to find Matlab LSE 1.0 news. What is improvements are expecting? Newly-made Matlab LSE 1.1 will be downloaded from here. You may download directly. Please write the reviews of the Matlab LSE. License limitations are unspecified.