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Ether
15-04-2014, 18:40
I have an M by N matrix A and an M by 1 column vector b.

I want to find the N by 1 column vector x which minimizes sum(abs(A*x-b)).

What is the recommended way to do this in MatLab?
Jared Russell
15-04-2014, 20:58
I'd use linprog and solve the same linear program as in the Python thread.
Ether
15-04-2014, 23:43
Attached is an XLS spreadsheet with a 256-by-64 A matrix and a 256-by-1 b column vector.

Using your favorite tool or language, find the 64-by-1 column vector x which minimizes sum(abs(A*x-b)). Show your work.

Any takers?
Ether
17-04-2014, 15:56
Attached is an XLS spreadsheet (http://www.chiefdelphi.com/forums/attachment.php?attachmentid=16835&d=1397619467) with a 256-by-64 A matrix and a 256-by-1 b column vector.

Using your favorite tool or language, find the 64-by-1 column vector x which minimizes sum(abs(A*x-b)). Show your work.

Any takers?

If there's anyone out there in CD land working on the above, please use the attached alternate b vector. It's more effective at revealing possible flaws in the solution.
The Doctor
17-04-2014, 17:09
Why?
Ether
19-04-2014, 17:16
Why what?
Ether
04-05-2014, 16:00
I have an M by N matrix A and an M by 1 column vector b.

I want to find the N by 1 column vector x which minimizes sum(abs(A*x-b)).

What is the recommended way to do this in MatLab?

Turns out, this is a very interesting problem.

See discussion in this thread:

http://www.chiefdelphi.com/forums/showpost.php?p=1382548&postcount=6