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DoubleNonnegativeLeastSquares Class

Class DoubleNonnegativeLeastSquares computes the minimum-norm solution to a linear system Ax = y subject to the constraint that all the elements, x[i], are nonnegative.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreDoubleNonnegativeLeastSquares

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
[SerializableAttribute]
public class DoubleNonnegativeLeastSquares : ICloneable

The DoubleNonnegativeLeastSquares type exposes the following members.

Constructors
  NameDescription
Public methodDoubleNonnegativeLeastSquares(DoubleMatrix, DoubleVector)
Constructs a nonnegative least squares solution for the given linear system Ax = y.
Public methodDoubleNonnegativeLeastSquares(DoubleMatrix, DoubleVector, Boolean)
Constructs a nonnegative least squares solution for the given linear system Ax = y, optionally adding an intercept parameter to the model.
Public methodDoubleNonnegativeLeastSquares(DoubleMatrix, DoubleVector, Boolean, Double)
Constructs a nonnegative least squares solution for the given linear system Ax = y, optionally adding an intercept parameter to the model.
Public methodDoubleNonnegativeLeastSquares(DoubleMatrix, DoubleVector, Boolean, Double, Int32)
Constructs a nonnegative least squares solution for the given linear system Ax = y, optionally adding an intercept parameter to the model.
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Properties
  NameDescription
Public propertyIterations
Gets the number of iterations performed by the algorithm.
Public propertyMaxIterations
Gets the sets the maximum number of iterations performed by the algorithm. Default is FloatNonnegativeLeastSquares.DEFAULT_MAX_ITERATIONS = 100000.
Public propertyRankDeficiencyDetected
If a rank deficiency was detected while solving an unconstrained least squares problem during the nonnegative least squares iterative algorithm, true is returned.
Public propertyResiduals
Gets the vector of residuals. If y is the right-hand side of the least squares equation Ax = y, and we denote by yhat the vector Ax where x is the computed least squares solution, then the vector of residuals r is the vector whose ith component is r[i] = y[i] - yhat[i].
Public propertyResidualSumOfSquares
Gets the residual sum of squares. If y is the right-hand side of the least squares equation Ax = y, and we denote by yhat the vector Ax where x is the computed least squares solution, then the residual sum of squares is defined to be (y[0] - yhat[0])^2 + (y[1] - yhat[1])^2 + ... + (y[m-1] - yhat[m-1])^2.
Public propertyResult
Gets the result of the nonnegative least squares fit.
Public propertyTolerance
Gets and sets the tolerance for detecting rank deficiency while solving the nonnegative least squares problem. This number should be "small" relative to the input data and within the precision of a double precision number. Default value is DoubleNonnegativeLeastSquares.DEFAULT_TOLERANCE = 1e-12
Public propertyX
Gets the nonnegative least squares solution x for the least squares problem Ax = y.
Public propertyYhat
Gets the predicted value of y by computing yHat = Ax, where x is the calculated solution to the least squares problem Ax = y.
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Methods
  NameDescription
Public methodClone
Creates a deep copy of this least squares.
Protected methodSolveUnconstrainedLeastSq
Method used to solve the unconstrained least squares problems, Ax = y, generated by the nonnegative least squares algorithm.
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Fields
  NameDescription
Public fieldStatic memberDEFAULT_MAX_ITERATIONS
Default maximum number of iterations to be performed by the algorithm.
Public fieldStatic memberDEFAULT_TOLERANCE
The default tolerance for detecting rank deficiency while solving the nonnegative least squares problem.
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Remarks
In a least squares problem, we assume a linear model for a quantity y that depends on one or more independent variables a1, a2,...,an; that is, y = x0 + x1*a1 + ... + xn*an. x0 is called the intercept parameter.
The goal of a nonnegative least squares problem is to solve for the best values of x0, x1,...,xn subject to the constriant that xi >= 0 for i = 0, 1,..., n. Several observations of the independent values ai are recorded, along with the corresponding values of the dependent variable y. If m observations are performed, and for the ith observation we denote the values of the independent variables ai1, ai2,...ain and the corresponding dependent value of y as yi, then we form the linear system Ax = y, where A = (aij) and y = (yi). The nonnegative least squares solution is the value of x that minimizes ||Ax - y|| subject to the constraint that each element of the vector x is nonnegative.
Note that if the model contains a non-zero intercept parameter, then the first column of A is all ones.
See Also