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Re: lsqnonneg improvements


From: Bill Denney
Subject: Re: lsqnonneg improvements
Date: Tue, 27 Jan 2009 21:48:26 -0500
User-agent: Thunderbird 2.0.0.19 (Windows/20081209)

Jaroslav Hajek wrote:
> hi Bill,
>
> please take notice of the changeset
> http://hg.savannah.gnu.org/hgweb/octave/rev/a6c1aa6f5915
> that finishes my performance improvements to lsqnonneg.
> Since it was you who contributed the original information, and I lack
> the access to the cited source, I'd appreciate your review of the
> changes.

Hi Jaroslav,

The original reference is available here (the link should take you
directly to page 161 which has a description of the algorithm): 
http://books.google.com/books?id=ROw4hU85nz8C&pg=PA162&lpg=PP161#PPA161,M1

I think that it looks fine, though I will admit that I've had to write
this algorithm several times over the years and have found that bugs are
easy to write into here.  So after doing the first test (which I can do
with pencil and paper), I usually rely on external tests like you did
using either Matlab or the netlib implementation as a reference
(http://www.netlib.org/lawson-hanson/all).

Have a good day,

Bill




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