lscov
Weighted least square solution.
y=lscov(A,b,V)
Inputs
A Any real matrix.
b A vector with the same number of rows as A .
V A positive definite matrix whose size is the same as the number of rows in A .
Outputs
y The weighted least square solution of A*x=b as described below.


Description
The solution minimizes the objective function norm(inv(B)(A*x-b),2) where B is related to the input via V=B*B' .