Corpus ID: 2106122

Tsnnls: A solver for large sparse least squares problems with non-negative variables

  title={Tsnnls: A solver for large sparse least squares problems with non-negative variables},
  author={J. Cantarella and M. Piatek},
  • J. Cantarella, M. Piatek
  • Published 2004
  • Computer Science
  • ArXiv
  • The solution of large, sparse constrained least-squares problems is a staple in scientific and engineering applications. However, currently available codes for such problems are proprietary or based on MATLAB. We announce a freely available C implementation of the fast block pivoting algorithm of Portugal, Judice, and Vicente. Our version is several times faster than Matstoms' MATLAB implementation of the same algorithm. Further, our code matches the accuracy of MATLAB's built-in lsqnonneg… CONTINUE READING

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