?? turv.m
字號:
function x_turv = turv(U,R,V,p,b)% turv --> Solves a least squares problem using the URV decomposition.%% <Synopsis>% x_turv = turv(U,R,V,p,b)%% <Description>% Solves the near-rank deficient least squares problem%% min_x || b-A*x ||_2%% using the URV decomposition. Here, A = U*R*V' is the URV% decomposition of A, p is the numerical rank of A, and the% TURV solution is defined by%% x_turv = V(:,1:p)*inv(R(1:p,1:p))*U(:,1:p)'*b.%% <See Also>% tulv --> Solves a least squares problem using the ULV decomposition.% trrqr --> Solves a least squares problem using the RRQR decomposition.% <Revision>% Ricardo D. Fierro, California State University San Marcos% Per Christian Hansen, IMM, Technical University of Denmark% Peter S.K. Hansen, IMM, Technical University of Denmark%% Last revised: June 22, 1999%-----------------------------------------------------------------------% Transform right hand side.beta = U(:,1:p)'*b;% Back-substitution.y = R(1:p,1:p)\beta;% Compute TURV solution.x_turv = V(:,1:p)*y;%-----------------------------------------------------------------------% End of function turv%-----------------------------------------------------------------------
?? 快捷鍵說明
復(fù)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 + -