Hello, everyone:

I need to solve a underdetermined linear systems, Ax=B, where A is m by n, and m<n, and x must be positive. Is there any subrotine in Lapack could solve my problem? What's its name? Thanks very much!

Best Regards.

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Hello, everyone:

I need to solve a underdetermined linear systems, Ax=B, where A is m by n, and m<n, and x must be positive. Is there any subrotine in Lapack could solve my problem? What's its name? Thanks very much!

Best Regards.

I need to solve a underdetermined linear systems, Ax=B, where A is m by n, and m<n, and x must be positive. Is there any subrotine in Lapack could solve my problem? What's its name? Thanks very much!

Best Regards.

- fatalme
**Posts:**10**Joined:**Sun Jul 24, 2005 10:54 am

Not to my knowledge.

xGELS handles the underdetermined case however the constraint on x is to have minimum 2-norm. If your constraint is to have positive elements in x, there is no driver in LAPACK for this.

Julien

xGELS handles the underdetermined case however the constraint on x is to have minimum 2-norm. If your constraint is to have positive elements in x, there is no driver in LAPACK for this.

Julien

- Julien Langou
**Posts:**812**Joined:**Thu Dec 09, 2004 12:32 pm**Location:**Denver, CO, USA

I think out a method. that is to make X=Y+C, while C is a constant larger than max(abs(X)), for example 5, then solve the least square problem of Y. or using the code NNLS from internet:

http://hesperia.gsfc.nasa.gov/~schmahl/nnls/nnls.for

http://hesperia.gsfc.nasa.gov/~schmahl/nnls/nnls.for

Julien Langou wrote:Not to my knowledge.

xGELS handles the underdetermined case however the constraint on x is to have minimum 2-norm. If your constraint is to have positive elements in x, there is no driver in LAPACK for this.

Julien

- fatalme
**Posts:**10**Joined:**Sun Jul 24, 2005 10:54 am

Fatalme, review "SVD for fwer equations than unknowns in "Numerical Recipes in Fortan 77". Then use one of the LAPACK SVD routines.

Malcolm M Bibby

Malcolm M Bibby

- mbibby
**Posts:**12**Joined:**Sun Jun 12, 2005 1:12 pm**Location:**MA

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