GVL4 M-Files: Chapter 6
Demos
ShowGenLS | generalized least squares |
ShowTikLS | LS with Tikhonov regularization |
ShowSphereLS | LS over a sphere |
ShowGSVD | generalized singular value decomposition |
ShowLSE | different methods for LS with linear constraints |
ShowTLS | total least squares and ordinary LS |
ShowPrinAngles | principal angles |
ShowProcrustes | Procrustes problem |
ShowDistSubspaces | distance between two subspaces |
ShowNullIntersect | computing the intersection of two nullspaces |
ShowQRUpdates | updating the QR factorization five ways |
ShowCholUpdates | updating the Cholesky factorization two ways |
Functions
GenLS | generalized least squares |
TikRegLS | LS with Tikhonov regularization |
SphereLS | LS over a sphere |
TLS | total least squares |
DistSubspaces | distance between two subspaces |
PrinAngles | principal angles between two subspaces |
Procrustes | Procrustes problem |
NullIntersect | intersection of two null spaces |
Rank1Update | updating QR when a rank-1 is added |
AddColQR | updating QR when a colum is added |
DeleteColQR | updating QR when a column is deleted |
AddRowQR | updating QR when a row is added |
DeleteRowQR | updating QR when a row is deleted |
UpdateChol | update Cholesky when rank-1 added |
DowndateChol | downdate Cholesky when rank-1 subtracted |