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    文件類型: .m
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    發布日期: 2021-06-09
  • 語言: Matlab
  • 標簽: 牛頓法??matlab??

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代碼片段和文件信息

function?[x?y]?=?newton(Abx0niter)
%[x?y]?=?newton(Abx0niter);
%solves?the?linear?least?squares?problem?with?nonnegative?variables?using?the?newton‘s?algorithm?in?[1].
%Input:
%???A:??????[MxN]?matrix?
%???b:??????[Mx1]?vector
%???x0:?????[Nx1]?vector?of?initial?values.?x0?>?0.?Default?value:?ones(n1)
%???niter:??Number?of?iterations.?Default?value:?10
%Output
%???x:??????solution
%???y:??????complementary?solution
%
%?[1]?Portugal?Judice?and?Vicente?A?comparison?of?block?pivoting?and
%?interior?point?algorithms?for?linear?least?squares?problems?with
%?nonnegative?variables?Mathematics?of?Computation?63(1994)?pp.?625-643
%
%Uriel?Roque
%02.05.2006

[mn]?=?size(A);

if?nargin?????x0?=?ones(n1);
????niter?=?10;
elseif?nargin?????niter?=?10;
end

if?isempty(x0)
????x0?=?ones(n1);
elseif?any(x0?<=?0)
????disp(‘Error.?The?initial?vector?should?be?nonzero‘);
????x?=?[];
????y?=?[];
????return
end

AtA?=?A‘*A;
Atb?=?A‘*b;

In?=?e

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