Matlab LSE Matlab script

Publisher review:
Matlab LSE - A linear least squares solver, subject to linear equality constraints This submission was written by request - as a tool to handle linear least squares problems, subject to linear equality constraints that may potentially be rank deficient. (It handles problems with full rank constraints of course too.) In the event of a rank deficient constraint system, it tests for consistency of the constraints.I added a few other features to LSE:- It allows multiple right hand sides to the least squares problem, fully vectorized of course.- Weights may be supplied.- You are offered a choice of least squares solvers, either backslash or pinv.LSE solves the problem (for an unknown vector x)argmin norm(A*x - b)subject to the constraintsC*x = dAs an example, consider the random systemA = rand(10,3);b = rand(10,1);With a rank deficient constraint setC = [1 1 1;1 1 1];d = [1;1];X = lse(A,b,C,d)X =0.51070.57451-0.085212Verify that the constraints are satisfiedC*Xans =11Column pivoting is used to eliminate variables from the constraint system when is specified, and when pinv is specified, an svd is used for the final solution. Requirements: · MATLAB Release: R2006b
Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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