MATLAB 求解最小二乘问题:min || Ax-b||_F

你在问线性最小二乘吗
x=(A\u0026#39;*A)\\A\u0026#39;*b

■网友
用梯度下降法
■网友
可以参考自带的detrend函数里面的做法。case {1,\u0026#39;l\u0026#39;,\u0026#39;linear\u0026#39;} N = size(x,1); bp = unique(); % Include both endpoints bp = bp(bp \u0026gt;= 1 \u0026amp; bp \u0026lt;=N); % Should error in the future lbp = length(bp); % Build regressor with linear pieces + DC a = zeros(N,lbp,class(x)); a(1:N,1) = (1:N)./N; for k = 2:(lbp-1) M = N - bp(k); a((bp(k)+1):end,k) = (1:M)./M; end a(1:N,end) = 1; y = x - a*(a\\x); % Remove best fit
■网友
v = Ax-b;
matlab最小二乘算法为:
【MATLAB 求解最小二乘问题:min || Ax-b||_F】 x=A\\b


    推荐阅读