Least-square with 2-norm constraint

version 2.0.0.1 (4.3 KB) by Bruno Luong
Minimize |A*x-b|^2 such that |x| = cte

1.1K Downloads

Updated Fri, 26 Mar 2021 19:43:37 +0000

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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 (2022). Least-square with 2-norm constraint (https://www.mathworks.com/matlabcentral/fileexchange/27596-least-square-with-2-norm-constraint), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: Quadratic minimization with norm constraint

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