Lcurve.m

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L-curve analysis function. Syntax:

             lambda_opt=lcurve(lambda,err,reg,mode)

Parameters:

       lam - row vector of regularisation parameters

       err - row vector of least squares errors

       reg - row vector of regularisation functional values

      mode - 'log' for logarithmic coordinates and 'linear'
             for linear ones; 'log' is recommended

The function returns the regularisation parameter at the point of the maximum curvature of the L-curve.


Version 1.9, authors: Ilya Kuprov