com.imsl.test.example.math

Class NonNegativeLeastSquaresEx1

java.lang.Object

com.imsl.test.example.math.NonNegativeLeastSquaresEx1

public class NonNegativeLeastSquaresEx1
extends Object

Solves a nonnegative least squares problem.

Consider the following problem: $$\begin{bmatrix}1 & -3 & 2\\ -3 & 10 & -5\\ 2 & -5 & 6\end{bmatrix} \begin{bmatrix}x_1\\ x_2\\ x_3\end{bmatrix} = \begin{bmatrix}27\\ -78\\ 64\end{bmatrix}$$

Subject to the constraint $x \ge 0$. The NonNegativeLeastSquares class is used to compute a solution, which is compared to the exact solution of $[1, -4, 7]$.

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
NonNegativeLeastSquaresEx1()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

NonNegativeLeastSquaresEx1

public NonNegativeLeastSquaresEx1()

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception