FastNonnegativeLeastSquares Class

Implementation of an algorithm that finds a vector x with all elements xi>=0 which minimizes |X*x-y|.

Inheritance Hierarchy

SystemObject
Altaxo.Calc.LinearAlgebraFastNonnegativeLeastSquares

Namespace: Altaxo.Calc.LinearAlgebra
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)

Syntax

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public static class FastNonnegativeLeastSquares

The FastNonnegativeLeastSquares type exposes the following members.

Methods

	Name	Description
	Execution(IROMatrixDouble, IROMatrixDouble, NullableDouble, IMatrixDouble, IMatrixDouble)	Execution of the fast nonnegative least squares algorithm. The algorithm finds a vector x with all elements xi>=0 which minimizes \|X*x-y\|.
	Execution(IROMatrixDouble, IROMatrixDouble, FuncInt32, Boolean, NullableDouble, IMatrixDouble, IMatrixDouble)	Execution of the fast nonnegative least squares algorithm. The algorithm finds a vector x with all elements xi>=0 which minimizes \|X*x-y\|.

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Remarks

Literature: Rasmus Bro and Sijmen De Jong, 'A fast non-negativity-constrained least squares algorithm', Journal of Chemometrics, Vol. 11, 393-401 (1997)

Algorithm modified by Dirk Lellinger 2015 to allow a mixture of restricted and unrestricted parameters.

Reference

Altaxo.Calc.LinearAlgebra Namespace