A fast non-negativity-constrained least squares algorithm
โ Scribed by Rasmus Bro; Sijmen De Jong
- Publisher
- John Wiley and Sons
- Year
- 1997
- Tongue
- English
- Weight
- 154 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0886-9383
No coin nor oath required. For personal study only.
โฆ Synopsis
In this paper a modification of the standard algorithm for non-negativity-constrained linear least squares regression is proposed. The algorithm is specifically designed for use in multiway decomposition methods such as PARAFAC and N-mode principal component analysis. In those methods the typical situation is that there is a high ratio between the numbers of objects and variables in the regression problems solved. Furthermore, very similar regression problems are solved many times during the iterative procedures used. The algorithm proposed is based on the de facto standard algorithm NNLS by Lawson and Hanson, but modified to take advantage of the special characteristics of iterative algorithms involving repeated use of non-negativity constraints. The principle behind the NNLS algorithm is described in detail and a comparison is made between this standard algorithm and the new algorithm called FNNLS (fast NNLS).
๐ SIMILAR VOLUMES
In this paper a least squares method is developed for minimizing jjY ร XB T jj 2 F over the matrix B subject to the constraint that the columns of B are unimodal, i.e. each has only one peak, and jjMjj 2 F being the sum of squares of all elements of M. This method is directly applicable in many curv
There are two commonly used partial least squares (PLS) regression algorithms. 1 -3 The first, the orthogonal scores algorithm, is the older one, 4 whereas the second, the orthogonal loadings algorithm, is more recent. 5 Their difference lies in the decomposition of the data matrix X = โ r i =1 t i
Non-parametric density estimation is the problem of approximating the values of a probability density function, given samples from the associated distribution. Non-parametric estimation ยฎnds applications in discriminant analysis, cluster analysis, and ยฏow calculations based on Smoothed Particle Hydr