Least-square with 2-norm constraint

Minimize |A*x-b|^2 such that |x| = cte
Updated 26 Mar 2021

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This kind of problem arises in statistics, linear algebra, and regularization.

The method uses quadratic eigen-value problem (QEP).
Version 2 also has Sorensen/Brust method

Cite As

Bruno Luong (2024). Least-square with 2-norm constraint (https://www.mathworks.com/matlabcentral/fileexchange/27596-least-square-with-2-norm-constraint), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Inspired: Quadratic minimization with norm constraint

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Version Published Release Notes

Add missing file phifun

Implement more robust method