第七讲最小二乘问题.pptVIP

Lsqnonneg Lsqlin lsqnonlin lsqcurvefit BY CAO lsqnonneg x = lsqnonneg(C,d) x = lsqnonneg(C,d,x0) x = lsqnonneg(C,d,x0,options) [x,resnorm] = lsqnonneg(...) [x,resnorm,residual] = lsqnonneg(...) [x,resnorm,residual,exitflag] = lsqnonneg(...) [x,resnorm,residual,exitflag,output] = lsqnonneg(...) [x,resnorm,residual,exitflag,output,lambda] = lsqnonneg(...) x = lsqnonneg(C,d) returns the vector x that minimizes norm(C*x–d) subject to x = 0. C and d must be real. x = lsqnonneg(C,d,x0) uses x0 as the starting point if all x0 = 0; otherwise, the default is used. The default start point is the origin (the default is also used when x0==[] or when only two input arguments are provided). x = lsqnonneg(C,d,x0,options) minimizes with the optimization parameters specified in the structure options. [x,resnorm] = lsqnonneg(...) returns the value of the squared 2-norm of the residual: norm(C*x–d)^2. [x,resnorm,residual] = lsqnonneg(...) returns the residual, C*x–d. [x,resnorm,residual,exitflag] = lsqnonneg(...) returns a value exitflag that describes the exit condition of lsqnonneg. [x,resnorm,residual,exitflag,output] = lsqnonneg(...) returns a structure output that contains information about the optimization. [x,resnorm,residual,exitflag,output,lambda] = lsqnonneg(...) returns the Lagrange multipliers in the vector lambda. options Optimization parameter options. You can set or change the values of these parameters using the optimset function. ?Display – Level of display. off displays no output; iter‘ displays output at each iteration; final displays just the final output. ?TolX – Termination tolerance on x. exitflag Describes the exit condition: ? 0 indicates that the function converged to a solution x. ?0 indicates the iteration count was exceeded. Increasing the tolerance TolX may lead to a solution. lambda Vector containing the Lagrange multipliers: lambda(i)=0 when x(i) is (approximately) 0, and lambda(i) is (approximately) 0 when x(i)0. Output A structure whose fields cont