clc; clear variables; fprintf(' Solve b = Ax + v, where v is noise with covariance matrix R, i.e., v ~ N(0,R) \n'); b = ones(6,1); R = sparse(6,6); R(1,1) = 1.0; R(2,2) = 2.0; R(3,3) = 3.0; R(4,4) = 4.0; R(5,5) = 5.0; R(6,6) = 6.0; A = sparse(6,3); A(1,1) = 1.0; A(2,1) = -1.0; A(2,2) = 1.0; A(3,2) = -1.0; A(3,3) = 1.0; A(4,1) = -1.0; A(4,3) = 2.0; A(5,2) = -3.0; A(5,3) = 1.0; A(6,1) = 7.0; A(6,3) = -1.0; x = (A' * (R \ A) ) \ (A' * (R \ b))