Description Usage Arguments Value References

This is the workhorse function for the higher-level
function `fcnnls`

, which implements the fast
nonnegative least-square algorithm for multiple
right-hand-sides from Van Benthem et al. (2004) to
solve the following problem:

*min ||Y - X K||_F, s.t. K>=0*

where *Y* and *X* are two real matrices of
dimension *n x p* and *n
x r* respectively, and *|.|_F* is the
Frobenius norm.

The algorithm is very fast compared to other approaches, as it is optimised for handling multiple right-hand sides.

1 |

`x` |
the coefficient matrix |

`y` |
the target matrix to be approximated by |

`verbose` |
logical that indicates if log messages should be shown. |

`pseudo` |
By default ( |

`eps` |
threshold for considering entries as nonnegative. This is an experimental parameter, and it is recommended to leave it at 0. |

A list with the following elements:

`coef` |
the fitted coefficient matrix. |

`Pset` |
the set of passive constraints, as a logical
matrix of the same size as |

Van Benthem M and Keenan MR (2004). "Fast algorithm for the solution of large-scale non-negativity-constrained least squares problems." _Journal of Chemometrics_, *18*(10), pp. 441-450. ISSN 0886-9383, <URL: http://dx.doi.org/10.1002/cem.889>, <URL: http://doi.wiley.com/10.1002/cem.889>.

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