Least-square with 2-norm constraint

版本 2.0.0.1 (4.3 KB) 作者: Bruno Luong

Minimize |A*x-b|^2 such that |x| = cte

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更新时间 2021/3/26

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This kind of problem arises in statistics, linear algebra, and regularization.

The method uses quadratic eigen-value problem (QEP).
Version 2 also has Sorensen/Brust method

引用格式

Bruno Luong (2025). Least-square with 2-norm constraint (https://www.mathworks.com/matlabcentral/fileexchange/27596-least-square-with-2-norm-constraint), MATLAB Central File Exchange. 检索时间: 2025/9/4.

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创建方式 R2010a

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在 Help Center 和 MATLAB Answers 中查找有关 Quadratic Programming and Cone Programming 的更多信息

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启发作品: Quadratic minimization with norm constraint

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SphereLsq

版本	已发布	发行说明
2.0.0.1	2021/3/26	Add missing file phifun	下载
2.0.0.0	2021/3/26	Implement more robust method	下载
1.0.0.0	2010/5/12		下载