mcrals.fcnnls {mdatools} | R Documentation |
Fast combinatorial non-negative least squares
mcrals.fcnnls( D, A, tol = 10 * .Machine$double.eps * as.numeric(sqrt(crossprod(A[, 1]))) * nrow(A) )
D |
a matrix |
A |
a matrix |
tol |
tolerance parameter for algorithm convergence |
Computes Fast combinatorial NNLS solution for B: D = AB' subject to B >= 0. Implements the method described in [1].
1. Van Benthem, M.H. and Keenan, M.R. (2004), Fast algorithm for the solution of large scale non-negativity-constrained least squares problems. J. Chemometrics, 18: 441-450. doi:10.1002/cem.889