Using ALS algorithm for writing a code

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Lasya Maganti 2019-4-26

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https://ww2.mathworks.cn/matlabcentral/answers/458744-using-als-algorithm-for-writing-a-code

移动：Star Strider 2025-11-4

Is ALS algorithm supported by MATLAB R2019a. What is the best source of downloading the alogorithm and the reference to write the code for analysing spectral data?

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Star Strider 2019-4-26

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https://ww2.mathworks.cn/matlabcentral/answers/458744-using-als-algorithm-for-writing-a-code#answer_372451

在 MATLAB Online 中打开

See page 5 of Baseline Correction with Asymmetric Least Squares Smoothing (link).

I’ve not run this, so I have no experience with it. It’s the only MATLAB code for the algorithm that I could find.

The slightly corrected version of the function:

function z = baseline(y, lambda, p)
% Estimate baseline with asymmetric least squares
m = length(y);
D = diff(speye(m), 2);w = ones(m, 1);
for it = 1:10
    W = spdiags(w, 0, m, m);
    C = chol(W + lambda * D' * D);
    z = C \ (C' \ (w .* y));
    w = p * (y > z) + (1 - p) * (y < z);
end

Also consider:

function z = baseline(y, lambda, p)
% Estimate baseline with asymmetric least squares
m = length(y);
D = diff(speye(m), 2);w = ones(m, 1);
for it = 1:10
    W = spdiags(w, 0, m, m);
    C = chol(W + lambda * (D' * D));
    z = C \ (C' \ (w .* y));
    w = p * (y > z) + (1 - p) * (y < z);
end