mcrals.nnls: Non-negative least squares

View source: R/mcrals.R

mcrals.nnlsR Documentation

Non-negative least squares

Description

Non-negative least squares

Usage

mcrals.nnls(
  D,
  A,
  tol = 10 * .Machine$double.eps * as.numeric(sqrt(crossprod(A[, 1]))) * nrow(A)
)

Arguments

D

a matrix

A

a matrix

tol

tolerance parameter for algorithm convergence

Details

Computes NNLS solution for B: D = AB' subject to B >= 0. Implements the active-set based algorithm proposed by Lawson and Hanson [1].

References

1. Lawson, Charles L.; Hanson, Richard J. (1995). Solving Least Squares Problems. SIAM.


svkucheryavski/mdatools documentation built on Aug. 25, 2023, 12:27 p.m.