mcrals.fcnnls {mdatools}

Fast combinatorial non-negative least squares

Description

Fast combinatorial non-negative least squares

Usage

mcrals.fcnnls(
  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 Fast combinatorial NNLS solution for B: D = AB' subject to B >= 0. Implements the method described in [1].

References

1. Van Benthem, M.H. and Keenan, M.R. (2004), Fast algorithm for the solution of large scale non-negativity-constrained least squares problems. J. Chemometrics, 18: 441-450. doi:10.1002/cem.889