qls.m

关于稀疏最小二乘算法的matlab程序

function x = qls(A,b)
%SSNE	Solution of sparse linear least squares problems.
%       @(#)qls.m Version 1.6 6/23/93
%       Pontus Matstoms, Linkoping University.
%       e-mail: [e-mail]
%
%       x=qls(A,b) solves the sparse linear least squares problem
%                    min ||Ax-b||
%                     x          2
%       using QR factorization and application of Q to the right-hand 
%       side b.

[m,n]=size(A);

% Minimum-degree ordering of A.

q=colmmd(A);
A=A(:,q);

[v,d]=version;
% Check for MATLAB V5.
if str2num(v(1))<5,
  [R,p,c]=sqr(A,b);

% Resulting column permutation.

  Pc=q(p);
else
  [c,R]=qr(A,b,0);
  Pc=q;
end
% Compute the least squares solution.

x=R\c;

% Permute the computed solution

x(Pc)=x;