[Master Index] [Index for PublicToolbox/regutools]

# ttls

## (PublicToolbox/regutools/ttls.m in BrainStorm 2.0 (Alpha))

### Function Synopsis

    [x_k,rho,eta] = ttls(V1,k,s1)

### Help Text

    TTLS Truncated TLS regularization.

     [x_k,rho,eta] = ttls(V1,k,s1)

     Computes the truncated TLS solution
        x_k = - V1(1:n,k+1:n+1)*pinv(V1(n+1,k+1:n+1))
     where V1 is the right singular matrix in the SVD of the matrix
        [A,b] = U1*diag(s1)*V1' .

     If k is a vector, then x_k is a matrix such that
        x_k = [ x_k(1), x_k(2), ... ] .
     If k is not specified, k = n is used.

     The solution norms and TLS residual norms corresponding to x_k are
     returned in eta and rho, respectively.  Notice that the singular
     values s1 are required to compute rho.

### Cross-Reference Information

This function is called by

    fil_fac                            C:\BrainStorm_2001\PublicToolbox\regutools\fil_fac.m

### Listing of function C:\BrainStorm_2001\PublicToolbox\regutools\ttls.m

    function [x_k,rho,eta] = ttls(V1,k,s1)
    %TTLS Truncated TLS regularization.
    %
    % [x_k,rho,eta] = ttls(V1,k,s1)
    %
    % Computes the truncated TLS solution
    %    x_k = - V1(1:n,k+1:n+1)*pinv(V1(n+1,k+1:n+1))
    % where V1 is the right singular matrix in the SVD of the matrix
    %    [A,b] = U1*diag(s1)*V1' .
    %
    % If k is a vector, then x_k is a matrix such that
    %    x_k = [ x_k(1), x_k(2), ... ] .
    % If k is not specified, k = n is used.
    %
    % The solution norms and TLS residual norms corresponding to x_k are
    % returned in eta and rho, respectively.  Notice that the singular
    % values s1 are required to compute rho.

    % Per Christian Hansen, UNI-C, 03/18/93.

    % Initialization.
    [n1,m1] = size(V1); n = n1-1;
    if (m1 ~= n1), error('The matrix V1 must be square'), end
    if (nargin == 1), k = n; end
    lk = length(k);
    if (min(k) < 1 | max(k) > n)
      error('Illegal truncation parameter k')
    end
    x_k = zeros(n,lk);
    if (nargout > 1)
      if (nargin < 3)
        error('The singular values must also be specified')
      end
      ns = length(s1); rho = zeros(lk,1);
    end
    if (nargout==3), eta = zeros(lk,1); end

    % Treat each k separately.
    for j=1:lk
      i = k(j);
      v = V1(n1,i+1:n1); gamma = 1/(v*v');
      x_k(:,j) = - V1(1:n,i+1:n1)*v'*gamma;
      if (nargout > 1), rho(j) = norm(s1(i+1:ns)); end
      if (nargout == 3), eta(j) = sqrt(gamma - 1); end
    end

Produced by color_mat2html, a customized BrainStorm 2.0 (Alpha) version of mat2html on Tue Nov 2 16:17:59 2004
Cross-Directory links are: ON