Least square magnitude solution
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Cesar Cardenas
on 28 Aug 2022
Commented: Cesar Cardenas
on 28 Aug 2022
is this a right approach to calculate the least square magnitude x* to this problem? Any help will be greatly appreciated. Thanks
A = [1 2 3 4 5; 6 7 8 9 0];
b = [1;2];
x = lsqr(A,b)
e2 = b - A*x
norm(e2)
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Accepted Answer
Torsten
on 28 Aug 2022
Edited: Torsten
on 28 Aug 2022
A = [1 2 3 4 5; 6 7 8 9 0];
b = [1;2];
x = lsqminnorm(A,b).'
norm(x)
norm(A*x.'-b)
if you search for the solution for which x has minimum norm.
If you only search for an arbitrary least-squares solution (i.e. for an x for which norm(e2) is minimum), simply use
x = (A\b).'
norm(x)
norm(A*x.'-b)
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