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 |