| nnls-package {nnls} | R Documentation |
The Lawson-Hanson NNLS implementation of non-negative least squares
Description
An R interface to the Lawson-Hanson
NNLS implementation of an algorithm
for non-negative linear least squares
that solves the least squares problem
\min{\parallel A x = b \parallel_2}
with the constraint x \ge 0 where
x \in R^n, b \in R^m and A is an
m \times n matrix.
Also allows the combination of non-negative and non-positive
constraints on x.
References
Lawson CL, Hanson RJ (1974). Solving Least Squares Problems. Prentice Hall, Englewood Cliffs, NJ.
Lawson CL, Hanson RJ (1995). Solving Least Squares Problems. Classics in Applied Mathematics. SIAM, Philadelphia.
See Also
nnls, nnnpls,
the method "L-BFGS-B" for optim,
solve.QP, bvls
[Package nnls version 1.5 Index]