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华夏千秋

木虫 (小有名气)

[求助] 算法求助,关于“极小范数最小二乘法” 已有1人参与

遇到欠定线性方程组了,怎么用极小范数最小二乘法呢?各位师兄师姐学弟学妹们帮帮忙吧,能有代码最好了。
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mathstudy

金虫 (正式写手)

【答案】应助回帖

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感谢参与,应助指数 +1
华夏千秋: 金币+5, 有帮助 2014-03-31 22:16:47
华夏千秋: 金币+5, ★★★★★最佳答案 2014-07-13 17:51:10
在matlab 中可以直接调用 ”\ “矩阵左除运算 可以算最小二乘广义解
下面是关于 \ help 的内容
\   Backslash or left matrix divide.
    A\B is the matrix division of A into B, which is roughly the
    same as INV(A)*B , except it is computed in a different way.
    If A is an N-by-N matrix and B is a column vector with N
    components, or a matrix with several such columns, then
    X = A\B is the solution to the equation A*X = B. A warning
    message is printed if A is badly scaled or nearly singular.
    A\EYE(SIZE(A)) produces the inverse of A.

    If A is an M-by-N matrix with M < or > N and B is a column
    vector with M components, or a matrix with several such columns,
    then X = A\B is the solution in the least squares sense to the
    under- or overdetermined system of equations A*X = B. The
    effective rank, K, of A is determined from the QR decomposition
    with pivoting. A solution X is computed which has at most K
    nonzero components per column. If K < N this will usually not
    be the same solution as PINV(A)*B.  A\EYE(SIZE(A)) produces a
    generalized inverse of A.
2楼2014-03-08 15:55:56
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