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:
  • Constructor Details

    • NonNegativeLeastSquaresEx1

      public NonNegativeLeastSquaresEx1()
  • Method Details