nnls.c File Reference

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include "include/nnls.h"

Functions
void	_nnls_g1 (double a, double b, double *cterm, double *sterm, double *sig)
int	_nnls_h12 (int mode, int lpivot, int l1, int m, double *u, int iue, double *up, double *cm, int ice, int icv, int ncv)
int	nnls (double **a, int m, int n, double *b, double *x, double *rnorm, double *wp, double *zzp, int *indexp)
int	nnlsWght (int N, int M, double **A, double *b, double *weight)

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Function Documentation

void _nnls_g1 (  double  a, double  b, double *  cterm, double *  sterm, double *  sig )

Compute orthogonal rotation matrix: (C, S) so that (C, S)(A) = (sqrt(A**2+B**2)) (-S,C) (-S,C)(B) ( 0 ) Compute sig = sqrt(A**2+B**2): sig is computed last to allow for the possibility that sig may be in the same location as A or B.

int _nnls_h12 (  int  mode, int  lpivot, int  l1, int  m, double *  u, int  u_dim1, double *  up, double *  cm, int  ice, int  icv, int  ncv )

Construction and/or application of a single Householder transformation: Q = I + U*(U**T)/B Function returns 0 if succesful, or >0 in case of erroneous parameters. Parameters: mode  mode=1 to construct and apply a Householder transformation, or mode=2 to apply a previously constructed transformation lpivot  Index of the pivot element l1  Transformation is constructed to zero elements indexed from l1 to M m  Transformation is constructed to zero elements indexed from l1 to M u  With mode=1: On entry, u[] must contain the pivot vector. On exit, u[] and up contain quantities defining the vector u[] of the Householder transformation. With mode=2: On entry, u[] and up should contain quantities previously computed with mode=1. These will not be modified. u_dim1  u_dim1 is the storage increment between elements. up  With mode=1: On entry, u[] must contain the pivot vector. On exit, u[] and up contain quantities defining the vector u[] of the Householder transformation. With mode=2: On entry, u[] and up should contain quantities previously computed with mode=1. These will not be modified. cm  On entry, cm[] must contain the matrix (set of vectors) to which the Householder transformation is to be applied. On exit, cm[] will contain the set of transformed vectors ice  Storage increment between elements of vectors in cm[] icv  Storage increment between vectors in cm[] ncv  Nr of vectors in cm[] to be transformed; if ncv<=0, then no operations will be done on cm[]

int nnls (  double **  a, int  m, int  n, double *  b, double *  x, double *  rnorm, double *  wp, double *  zzp, int *  indexp )

Algorithm NNLS (Non-negative least-squares) Given an m by n matrix A, and an m-vector B, computes an n-vector X, that solves the least squares problem A * X = B , subject to X>=0 Instead of pointers for working space, NULL can be given to let this function to allocate and free the required memory. Returns: Function returns 0 if succesful, 1, if iteration count exceeded 3*N, or 2 in case of invalid problem dimensions or memory allocation error. Parameters: a  On entry, a[n][m] contains the m by n matrix A. On exit, a[][] contains the product matrix Q*A, where Q is an m by n orthogonal matrix generated implicitly by this function. m  Matrix dimension m n  Matrix dimension n b  On entry, b[] must contain the m-vector B. On exit, b[] contains Q*B x  On exit, x[] will contain the solution vector rnorm  On exit, rnorm contains the Euclidean norm of the residual vector wp  An n-array of working space, w[]. On exit, w[] will contain the dual solution vector. w[i]=0.0 for all i in set p and w[i]<=0.0 for all i in set z. zzp  An m-array of working space, zz[]. indexp  An n-array of working space, index[].

int nnlsWght (  int  N, int  M, double **  A, double *  b, double *  weight )

Algorithm for weighting the problem that is given to nnls-algorithm. Square roots of weights are used because in nnls the difference w*A-w*b is squared. Returns: Algorithm returns zero if successful, 1 if arguments are inappropriate.

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