MATLAB: Set up tolerance and maximal iteration number for lsqlin

lsqlinoptimizationtolerance

Hello, I have a system of linear equations L*X=R and I try to use lsqlin to get the solution with least square. The system of equations is composed of more equations than the unknowns but there should exist a unique solution to this problem. The question is how should I set up the maximal number of iteration and the tolerance of termination for lsqlin. I tried to use
options = optimoptions('lsqlin','Algorithm','interior-point','MaxIter',10000,'StepTolerance',1e-10);
[X,res] = lsqlin(L,R,[],[],[],[],[],[],[],options);
What I want is to set up an exit tolerance for norm(L*X-R). Is it possible?
Many thanks

Best Answer

The lsqlin function is designed solve constrained linear problems. You have specified no constraints, so it would be more appropriate to use the mldivide,\ (link) function, or if you have a sparse system, the lsqr (link) function.
Example —
X = L\R;
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