Fast algorithm for the solution of large‐scale non‐negativity‐constrained least squares problems

DOI Web Site Web Site 被引用文献2件

書誌事項

公開日
2004-10
権利情報
  • http://onlinelibrary.wiley.com/termsAndConditions#vor
DOI
  • 10.1002/cem.889
公開者
Wiley

この論文をさがす

説明

<jats:title>Abstract</jats:title><jats:p>Algorithms for multivariate image analysis and other large‐scale applications of multivariate curve resolution (MCR) typically employ constrained alternating least squares (ALS) procedures in their solution. The solution to a least squares problem under general linear equality and inequality constraints can be reduced to the solution of a non‐negativity‐constrained least squares (NNLS) problem. Thus the efficiency of the solution to any constrained least square problem rests heavily on the underlying NNLS algorithm. We present a new NNLS solution algorithm that is appropriate to large‐scale MCR and other ALS applications. Our new algorithm rearranges the calculations in the standard active set NNLS method on the basis of combinatorial reasoning. This rearrangement serves to reduce substantially the computational burden required for NNLS problems having large numbers of observation vectors. Copyright © 2005 John Wiley & Sons, Ltd.</jats:p>

収録刊行物

被引用文献 (2)*注記

もっと見る

問題の指摘

ページトップへ