Package com.imsl.test.example.math
Class NonNegativeLeastSquaresEx1
java.lang.Object
com.imsl.test.example.math.NonNegativeLeastSquaresEx1
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 \([1, -4, 7]\).
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Constructor Summary
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Method Summary
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Constructor Details
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NonNegativeLeastSquaresEx1
public NonNegativeLeastSquaresEx1()
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Method Details
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main
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