Least-square with 2-norm constraint

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

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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

Cite As

Bruno Luong (2026). Least-square with 2-norm constraint (https://in.mathworks.com/matlabcentral/fileexchange/27596-least-square-with-2-norm-constraint), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired: Quadratic minimization with norm constraint

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
2.0.0.1

Add missing file phifun

2.0.0.0

Implement more robust method

1.0.0.0