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Saad
Posts:
25
Registered:
11/26/12


lsqlin matrix badly scaled
Posted:
Nov 30, 2012 1:04 PM


Dear all,
I would appreciate any comment or help on this. I have to solve a constrained linear squared problem with lsqlin which is defined as follows:
min sum(xi  dataA )^2 subject to sum(xi*dataB)=Constant xi...xn
n = 3000; Aeq = vertcat(ones(1,n),Data B) ; beq=matrix of constant (i.e. constraints) lb = zeros(n,1) ; H = eye(n) ; Please correct me if i am wrong but i think by using lsqlin my problem is translated this way: (i may be wrong) [x,fval] = lsqlin( sqrt(1/2).*H, sqrt(1/2).*dataA ,[],[], Aeq,beq,lb,[],initial guess, []);
I keep getting the message "Warning: Matrix is singular, close to singular or badly scaled." ( i have also tried to optimize the problem with fmincon but i get the same message)
I understand that the matrix is ill conditioned but I honestly don't know how to fix that. Any advice would be much appreciated. Thanks a lot



