11
votes
Nonnegative Least Squares Algorithm (NNLS)
We can compare 6 algorithms based on FindMinimum,NMinimize, ConvexOptimization, ...
- 34.1k
11
votes
Is it possible to use the DGEEV and DSYEV LAPACK subroutines in Mathematica?
You can use LibraryLink to call LAPACK directly. It involves however quite a lot of boilerplate code. Here is an example:
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- 95.6k
8
votes
Accepted
How to obtain independent variables from a set of linear constraints
First one can set up and solve the system.
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- 55.4k
5
votes
How to get a rational solution of the linear system efficiently?
Get the same result about four times faster with NMinimize and rationalization. (Using the format for variables, @BobHanlon proposed.)
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- 15.7k
4
votes
How can I generate a tridiagonal block matrix?
It must be many ways to do this,here we provide one way.
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- 32.7k
3
votes
How to find the index of a square matrix in Mathematica quickly?
In version 13.0.1, there is a undocumentation function LinearAlgebra`MatrixIndex. But I'm not sure when this is introduced
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- 23.7k
3
votes
Solution to a linear equation with minimum rank
Your transposed equation looks like Transpose[M].Transpose[X]==Transpose[A]
LeastSquares finds the minimal solution
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- 37k
2
votes
Solution to a linear equation with minimum rank
We can use Nonnegative Least Squares Algorithm (NNLS) discussed here to solve matrix equation X.M=A with constraints ...
- 34.1k
2
votes
How can I generate a tridiagonal block matrix?
The matrix you have is block tridiagonal and block Toeplitz.
I'll give two methods: one that uses nothing but documented functionality, and one that uses undocumented functionality.
First up is an ...
1
vote
Approximate strictly positive solution to a linear set of equations?
THIS IS AN EXTENDED COMMENT RATHER THAN AN ANSWER.
It is inefficient to use Table to generate random numbers.
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- 120k
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