| MATLAB Function Reference | |
Form least squares augmented system
Syntax
S = spaugment(A,c)
Description
S = spaugment(A,c)
creates the sparse, square, symmetric indefinite matrix S = [c*I A; A' 0]. The matrix S is related to the least squares problem
minnorm(b - A*x)
r = b - A*x S * [r/c; x] = [b; 0]
The optimum value of the residual scaling factor c, involves min(svd(A)) and norm(r), which are usually too expensive to compute.
S = spaugment(A)
without a specified value of c, uses max(max(abs(A)))/1000.
Note
In previous versions of MATLAB, the augmented matrix was used by sparse linear equation solvers, \ and /, for nonsquare problems. Now, MATLAB performs a least squares solve using the qr factorization of A instead.
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See Also
| | sparse | spconvert | |