11
votes
Nonnegative Least Squares Algorithm (NNLS)
We can compare 6 algorithms based on FindMinimum,NMinimize, ConvexOptimization, ...
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:
...
8
votes
Accepted
How to obtain independent variables from a set of linear constraints
First one can set up and solve the system.
...
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.)
...
4
votes
How can I generate a tridiagonal block matrix?
It must be many ways to do this,here we provide one way.
...
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
...
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
...
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 ...
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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