quadlin.m

来自「这是在网上下的一个东东」· M 代码 · 共 21 行

%
% [x,lambda]=quadlin(Q,A,b)
%
% Solves the problem:
%
%   min (1/2) x'*Q*x
%              Ax=b
%
% where Q is assumped to be symmetric and PD, and the rows of A are
% linearly independent.
%
function [x,lambda]=quadlin(Q,A,b)
%
% First, find lambda.
%
lambda=(A*inv(Q)*A')\b;
%
% Now, x.
%
x=inv(Q)*A'*lambda;