Form least squares augmented system
S = spaugment(A,c)
S = spaugment(A)
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
by
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® product, the augmented matrix
was used by sparse linear equation solvers, \ and /, for nonsquare
problems. Now, MATLAB software performs a least squares solve
using the |