?? limda_est.m
字號:
function limda=limda_est(A,b,p,q)
%
%
%
% M=1e6; cn=0;
% for t=M:1:5*M
% cn=cn+1;
% f(cn)=q'*inv(A'*A+t*p)*(A'*b-0.5*t*q)+(inv(A'*A+t*p)*(A'*b-0.5*t*q))'*p*inv(A'*A+t*p)*(A'*b-0.5*t*q);
% end
% t=M:1:5*M;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% M=1e7;
% inter=[0 M];
% err=inf;
% au=[];bu=[];
% au=inter(1);bu=inter(2);
% num=0;
% while err> 1e-4 && num<1e4
% num=num+1;
% fau=q'*inv(A'*A+au*p)*(A'*b-0.5*au*q)+(inv(A'*A+au*p)*(A'*b-0.5*au*q))'*p*inv(A'*A+au*p)*(A'*b-0.5*au*q);
% fbu=q'*inv(A'*A+bu*p)*(A'*b-0.5*bu*q)+(inv(A'*A+bu*p)*(A'*b-0.5*bu*q))'*p*inv(A'*A+bu*p)*(A'*b-0.5*bu*q);
%
% if fau*fbu<0
% cu=(au+bu)/2;
% fcu=q'*inv(A'*A+cu*p)*(A'*b-0.5*cu*q)+(inv(A'*A+cu*p)*(A'*b-0.5*cu*q))'*p*inv(A'*A+cu*p)*(A'*b-0.5*cu*q);
% if fcu<0
% au=cu;
% else
% bu=cu;
% end
% end
% err=abs(au-bu);
% end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
step=5*1e3;
flag=0;
down=-1e10; nf=0;
while flag==0
nf=nf+1
fdown=q'*inv(A'*A+down*p)*(A'*b-0.5*down*q)+(inv(A'*A+down*p)*(A'*b-0.5*down*q))'*p*inv(A'*A+down*p)*(A'*b-0.5*down*q);
up=down+step;
fup=q'*inv(A'*A+up*p)*(A'*b-0.5*up*q)+(inv(A'*A+up*p)*(A'*b-0.5*up*q))'*p*inv(A'*A+up*p)*(A'*b-0.5*up*q);
if fdown*fup<0
flag=1;
end
if fdown*fup>0
down=down+step;
up=down+step;
end
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
inter=[down up];
% inter=[-M 0];
err=inf;
au=[];bu=[];
au=inter(1);bu=inter(2);
num=0;
while err> 1e-4 && num<1e4
num=num+1;
fau=q'*inv(A'*A+au*p)*(A'*b-0.5*au*q)+(inv(A'*A+au*p)*(A'*b-0.5*au*q))'*p*inv(A'*A+au*p)*(A'*b-0.5*au*q);
fbu=q'*inv(A'*A+bu*p)*(A'*b-0.5*bu*q)+(inv(A'*A+bu*p)*(A'*b-0.5*bu*q))'*p*inv(A'*A+bu*p)*(A'*b-0.5*bu*q);
if fau*fbu<0
cu=(au+bu)/2;
fcu=q'*inv(A'*A+cu*p)*(A'*b-0.5*cu*q)+(inv(A'*A+cu*p)*(A'*b-0.5*cu*q))'*p*inv(A'*A+cu*p)*(A'*b-0.5*cu*q);
if fcu<0
bu=cu;
else
au=cu;
end
end
err=abs(au-bu);
end
limda=cu;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
6;
?? 快捷鍵說明
復制代碼
Ctrl + C
搜索代碼
Ctrl + F
全屏模式
F11
切換主題
Ctrl + Shift + D
顯示快捷鍵
?
增大字號
Ctrl + =
減小字號
Ctrl + -