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more elaborate example with non-stat. estimate explanation
author smusevic
date Tue, 30 Jul 2013 09:56:27 +0100
parents e2b116f3b69b
children
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function xx = pinv_2_fast(A,b,Q,N)

b_mat = repmat(reshape(b,[Q,1,1,N]),[1 Q-1 2 1]);

AA = zeros(Q,(Q-1),2,N);
A1= zeros(Q,(Q-1),2,N);
vct_idx = 1:Q;
for q=1:Q
	vct_Q = vct_idx([1:q-1,q+1:Q]);
	A1(q,:,1,:) = shiftdim(A(vct_Q, 2,:),-1);
	AA(q,:,1,:) = repmat(A(q,1,:),(Q-1),1) .* A(vct_Q,2,:);
	
	A1(q,:,2,:) = A(vct_idx([1:q-1,q+1:Q]), 1,:);
	AA(q,:,2,:) = repmat(A(q,2,:),(Q-1),1) .* A(vct_Q,1,:);
end
A2 = (cat(3,conj(AA(:,:,1,:)-AA(:,:,2,:)) .* A1(:,:,1,:),conj(AA(:,:,1,:) - AA(:,:,2,:)) .* A1(:,:,2,:)));
A3 = shiftdim(sum(sum(AA(:,:,2,:) .* conj(AA(:,:,1,:)-AA(:,:,2,:)))),3);
A_nrm = [-A3, A3];
xx = shiftdim(sum(sum(A2 .* b_mat)), 2).' ./ A_nrm;