[SciPy-User] Sparse Matricies and NNLS
Mon Apr 1 08:07:07 CDT 2013
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
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