lagrange.m

这是在网上下的一个东东

function [La,dLa,lambda0] = lagrange(U,s,b,more) 
%LAGRANGE Plot the Lagrange function for Tikhonov regularization. 
% 
% [La,dLa,lambda0] = lagrange(U,s,b,more) 
% [La,dLa,lambda0] = lagrange(U,sm,b,more)  ,  sm = [sigma,mu] 
% 
% Plots the Lagrange function 
%    La(lambda) = || A x - b ||^2 + lambda^2*|| L x ||^2 
% and its first derivative dLa = dLa/dlambda versus lambda. 
% Here, x is the Tikhonov regularized solution. 
% 
% If nargin = 4, || A x - b || and || L x || are also plotted. 
% 
% Returns La, dLa, and the value lambda0 of lambda for which 
% dLa has its minimum. 
 
% Per Christian Hansen, IMM, Feb. 21, 2001. 
 
% Set default number of points. 
npoints = 200; 
 
% Initialization. 
[m,n] = size(U); [p,ps] = size(s); 
beta = U'*b; beta2 = norm(b)^2 - norm(beta)^2; 
if (ps==2) 
  s = s(p:-1:1,1)./s(p:-1:1,2); beta = beta(p:-1:1); 
end 
xi = beta(1:p)./s; 
 
% Compute the L-curve. 
eta = zeros(npoints,1); rho = eta; 
lambda(npoints,1) = s(p); 
ratio = (s(1)/s(p))^(1/(npoints-1)); 
for i=npoints-1:-1:1, lambda(i) = ratio*lambda(i+1); end 
for i=1:npoints 
  f = fil_fac(s,lambda(i)); 
  eta(i) = norm(f.*xi); 
  rho(i) = norm((1-f).*beta(1:p)); 
end 
if (m > n & beta2 > 0), rho = sqrt(rho.^2 + beta2); end 
 
% Compute the Lagrange function and its derivative. 
La = rho.^2 + (lambda.^2).*(eta.^2); 
dLa = 2*lambda.*(eta.^2); 
[mindLa,mindLi] = min(dLa); lambda0 = lambda(mindLi); 
 
% Plot the functions. 
if (nargin==3) 
  loglog(lambda,La,'-',lambda,dLa,'--',lambda0,mindLa,'o') 
  legend('La','dLa/d\lambda') 
else 
  loglog(lambda,La,'-',lambda,dLa,'--',lambda,eta,':',lambda,rho,'-.',... 
         lambda0,mindLa,'o') 
  legend('La','dLa/d\lambda','|| L x ||_2','|| A x - b ||_2') 
end 
xlabel('\lambda') 
title('Lagrange function La and its derivative')