Least Squares using Cholesky Decomposition

version (1.42 KB) by Marco Cococcioni
This function computes the (linear) least squares solution using Cholesky decomposition


Updated 29 Jun 2018

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This function computes the n-dimensional column vector x that minimizes norm(b-A*x),
where A is an m-by-n coefficient matrix and b is the m-dimensional right side column vector ( m >> n ).

Cite As

Marco Cococcioni (2022). Least Squares using Cholesky Decomposition (https://www.mathworks.com/matlabcentral/fileexchange/59969-least-squares-using-cholesky-decomposition), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R12
Compatible with any release
Platform Compatibility
Windows macOS Linux

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