GVL4 M-Files: Chapter 6

M-File Home


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


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