下面是多任务最小二乘支持向量机（MTLS-SVM）的Matlab工具箱：

MTLS-SVM.rar

发在此处供有需要的同仁参考，当然如果大家发现BUG，也请大家给予反馈

更新版本见：http://blog.sciencenet.cn/blog-611051-715532.html

有关MTLS-SVM的原理请参考：

Multi-Task Least-Squares Support Vector Machines

Multi-Output Least-Squares Support Vector Regression Machines

如果大家使用了这个工具箱，也请大家引用下列文献：

[1] Shuo Xu, Xin An, Xiaodong Qiao, Lijun Zhu, and Lin Li, 2013. Multi-Output Least-Squares Support Vector Regression Machines. Pattern Recognition Letters, Vol. 34, No. 9, pp. 1078-1084. DOI: 10.1016/j.patrec.2013.01.015

[2] Shuo Xu, Xin An, Xiaodong Qiao, and Lijun Zhu, 2013. Multi-Task Least-Squares Support Vector Machines. Multimedia Tools and Applications. DOI: 10.1007/s11042-013-1526-5.