irls: Iteratively reweight least squares
Description
Uses the iteratively reweight least squares strategy to find an
approximate L_p solution to Ax=b.Usage
irls(A, b, tolr, tolx, p, maxiter)
Arguments
A
Matrix of the system of equations.
b
Right hand side of the system of equations
tolr
Tolerance below which residuals are ignored
tolx
Stopping tolerance. Stop when (norm(newx-x)/(1+norm(x)) < tolx)
p
Specifies which p-norm to use (most often, p=1.)
maxiter
Limit on number of iterations of IRLS
Value
- xApproximate L_p solution
Details
Use to get L-1 norm solution of inverse problems.References
Aster, R.C., C.H. Thurber, and B. Borchers,
Parameter Estimation and Inverse Problems, Elsevier Academic Press, Amsterdam, 2005.