Lcurve.m
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