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Create local repository for matrix toolboxes. Step #0 done.
author Antonio Pino Robles <data.script93@gmail.com>
date Wed, 06 May 2015 14:56:53 +0200
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8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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1 function A = lauchli(n, mu)
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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2 %LAUCHLI Lauchli matrix - rectangular.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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3 % LAUCHLI(N, MU) is the (N+1)-by-N matrix [ONES(1,N); MU*EYE(N))].
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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4 % It is a well-known example in least squares and other problems
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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5 % that indicates the dangers of forming A'*A.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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6 % MU defaults to SQRT(EPS).
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8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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8 % Reference:
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9 % P. Lauchli, Jordan-Elimination und Ausgleichung nach
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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10 % kleinsten Quadraten, Numer. Math, 3 (1961), pp. 226-240.
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8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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12 if nargin < 2, mu = sqrt(eps); end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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13 A = [ones(1,n);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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14 mu*eye(n)];