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Least Squares using Cholesky Decomposition

version 1.0.0.0 (1.42 KB) by Marco Cococcioni
This function computes the (linear) least squares solution using Cholesky decomposition

137 Downloads

Updated Fri, 29 Jun 2018 17:21:39 +0000

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This function computes the n-dimensional column vector x that minimizes norm(b-A*x),
where A is an m-by-n coefficient matrix and b is the m-dimensional right side column vector ( m >> n ).

Cite As

Marco Cococcioni (2022). Least Squares using Cholesky Decomposition (https://www.mathworks.com/matlabcentral/fileexchange/59969-least-squares-using-cholesky-decomposition), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R12
Compatible with any release
Platform Compatibility
Windows macOS Linux
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