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C++ API

: x = lsqnonneg (c, d)

: x = lsqnonneg (c, d, x0)

: x = lsqnonneg (c, d, x0, options)

: [x, resnorm] = lsqnonneg (…)

: [x, resnorm, residual] = lsqnonneg (…)

: [x, resnorm, residual, exitflag] = lsqnonneg (…)

: [x, resnorm, residual, exitflag, output] = lsqnonneg (…)

: [x, resnorm, residual, exitflag, output, lambda] = lsqnonneg (…)

Minimize norm (c*x - d) subject to x >= 0.

c and d must be real.

x0 is an optional initial guess for x.

Currently, lsqnonneg recognizes these options: "MaxIter", "TolX". For a description of these options, see ‘optimset’.

Outputs:

• resnorm

  The squared 2-norm of the residual: norm (c*x-d)^2

• residual

  The residual: d-c*x

• exitflag

  An indicator of convergence. 0 indicates that the iteration count was exceeded, and therefore convergence was not reached; >0 indicates that the algorithm converged. (The algorithm is stable and will converge given enough iterations.)

• output

  A structure with two fields:

  • "algorithm": The algorithm used ("nnls")
  • "iterations": The number of iterations taken.
• lambda

  Not implemented.

See also: optimset, pqpnonneg, lscov.

Package: octave