NMath User's Guide

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8.4 Nonnegative Least Squares Solutions (.NET, C#, CSharp, VB, Visual Basic, F#)

Classes FloatNonnegativeLeastSquares and DoubleNonnegativeLeastSquares find nonnegative least squares solutions—that is, the value of x that minimizes ||Ax - y|| subject to the constraint that each element of the vector x is nonnegative.

The interface is the same as for the general least squares classes (Section 8.2 and Section 8.3), with the addition of a RankDeficiencyDetected property. If a rank deficiency is detected while solving an unconstrained least squares problem during the nonnegative least squares iterative algorithm, this property returns true.