Mercurial > matrix-functions
view toolbox/lauchli.m @ 2:c124219d7bfa draft
Re-add the 1995 toolbox after noticing the statement in the ~higham/mctoolbox/ webpage.
author | Antonio Pino Robles <data.script93@gmail.com> |
---|---|
date | Thu, 07 May 2015 18:36:24 +0200 |
parents | 8f23314345f4 |
children |
line wrap: on
line source
function A = lauchli(n, mu) %LAUCHLI Lauchli matrix - rectangular. % LAUCHLI(N, MU) is the (N+1)-by-N matrix [ONES(1,N); MU*EYE(N))]. % It is a well-known example in least squares and other problems % that indicates the dangers of forming A'*A. % MU defaults to SQRT(EPS). % Reference: % P. Lauchli, Jordan-Elimination und Ausgleichung nach % kleinsten Quadraten, Numer. Math, 3 (1961), pp. 226-240. if nargin < 2, mu = sqrt(eps); end A = [ones(1,n); mu*eye(n)];