Fast combinatorial non-negative least squares
mcrals.fcnnls(
D,
A,
tol = 10 * .Machine$double.eps * as.numeric(sqrt(crossprod(A[, 1]))) * nrow(A)
)
a matrix
a matrix
tolerance parameter for algorithm convergence
Computes Fast combinatorial NNLS solution for B: D = AB' subject to B >= 0. Implements the method described in [1].
1. Van Benthem, M.H. and Keenan, M.R. (2004), Fast algorithm for the solution of large scale non-negativity-constrained least squares problems. J. Chemometrics, 18: 441-450. doi:10.1002/cem.889