Least-square with 2-norm constraint
バージョン 2.0.0.1 (4.3 KB) 作成者:
Bruno Luong
Minimize |A*x-b|^2 such that |x| = cte
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
引用
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. 取得済み .
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ヒントを与えたファイル: Quadratic minimization with norm constraint
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