[SciPy-User] Sparse Matricies and NNLS
Fri Jun 14 09:36:34 CDT 2013
Thank you! I will sure to take a look at it!
On 15 April 2013 12:39, Ariel Rokem <firstname.lastname@example.org> wrote:
> Hey Calvin,
> On Mon, Apr 1, 2013 at 6:07 AM, Calvin Morrison <email@example.com>
>> Tsnnls might have been fast in 2001, trying it on a moderatley sized
>> dataset is beyond slow
>> On Apr 1, 2013 8:57 AM, "Jonathan Guyer" <firstname.lastname@example.org> wrote:
>>> On Mar 28, 2013, at 5:33 PM, Calvin Morrison wrote:
>>> > It seems nobody wants to touch the nnls algorithm because the only
>>> > implementation that is floating around is the one from the original
>>> > publication or automatic conversions of it.
>>> For whatever it's worth, the second google hit for "nnls sparse" is
>>> "tsnnls: A solver for large sparse least squares problems with
>>> non-negative variables
>>> 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 function."
>>> All links to the code seem to be dead, but it's probably worth contacting
>>> the authors.
>>> SciPy-User mailing list
>> SciPy-User mailing list
> I've found stochastic gradient descent to be very useful for this kind of
> Here's an implementation, adapted from a colleague's Matlab implementation:
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