non negative least square

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non negative least square

Postby trombi » Sat Aug 14, 2010 1:41 pm

Hi,
I am actually trying to rewrite some nnls routine in c# using as much as lapack routines so it can be as fast as possible. I tried to implement nnls from "SOLVING LEAST SQUARES PROBLEMS" by Charles L. Lawson and Richard J. Hanson, as described on page 161 but solution converges very slowly to a non optimal solution.
As the authors say, there may be some round-off errors leading to mistakes in the algorithm. So I tired to implement the proposals they give to get rid off these errors, but the algorithm doesn't converge any better.

I found in some places their algorithm in fortran ( for example : http://hesperia.gsfc.nasa.gov/~schmahl/nnls/nnls.f90) but I am not a fortran expert ! Plus the fact they introduce sub routines such as house-holder decomposition but I want to use lapack routines instead.

So, have you heard about nnls algorithm using explicitly lapack routines (algorithm coded in c# would be great, but here I am dreaming!)

If anyone has a clue so that I can go further in my project, that would be very kind of you !

Best regards, Eric
trombi
 
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Joined: Fri Apr 02, 2010 4:19 am

Re: non negative least square

Postby ribeirosilva » Tue Aug 13, 2013 9:32 am

Hi Eric,

Did you find a solution for this problem?

Thanks in advance,
Joao
ribeirosilva
 
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Joined: Tue Aug 13, 2013 7:17 am


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