DoubleNonnegativeLeastSquares(DoubleMatrix, DoubleVector, Boolean, DoubleVector) Constructor

Constructs a nonnegative least squares solution for the given linear system Ax = y, optionally adding an intercept parameter to the model.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

public DoubleNonnegativeLeastSquares(
	DoubleMatrix A,
	DoubleVector y,
	bool addIntercept,
	DoubleVector weights = null
)

Public Sub New ( 
	A As DoubleMatrix,
	y As DoubleVector,
	addIntercept As Boolean,
	Optional weights As DoubleVector = Nothing
)

public:
DoubleNonnegativeLeastSquares(
	DoubleMatrix^ A, 
	DoubleVector^ y, 
	bool addIntercept, 
	DoubleVector^ weights = nullptr
)

new : 
        A : DoubleMatrix * 
        y : DoubleVector * 
        addIntercept : bool * 
        ?weights : DoubleVector 
(* Defaults:
        let _weights = defaultArg weights null
*)
-> DoubleNonnegativeLeastSquares

Parameters

A DoubleMatrix: The matrix.
y DoubleVector: The right hand side.
addIntercept Boolean: If true, a column of ones is prepended to a deep copy of matrix A before solving for the nonnegative least squares solution. This corresponds to adding an intercept parameter to the model. Note: the input matrix A is not changed.
weights DoubleVector (Optional): Weights. Null if unweighted.

Exceptions

Exception	Condition
MismatchedSizeException	Thrown if the number of rows in A is not equal to the length of y.
NMathException	Thrown if the specified maximum number of iterations performed by the algorithm was exceeded.

Reference

DoubleNonnegativeLeastSquares Class

DoubleNonnegativeLeastSquares Overload

CenterSpace.NMath.Core Namespace