Least squares with minimum-norm solution

Least squares with minimum-norm solution

Description

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.

• MATLAB release: MATLAB 7.9 (R2009b)
• Other requirements: BLAS/LAPACK

[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