lsp Documentation
- Rev
- 55
It is a tiny library written in C++ using boost::uBLAS library for solving the Least Squares Problem and the Non-Negative Squares Problem that is the related problem. These problems are widely described in different references. This library was written in hope to be useful not only for author.
You will see or already have seen that this library was written not in the boost::uBLAS style. It means that sometimes your input variables are altered by the routines. The author fully recognize that it is not a good practice and described in this docs situations when your variables are altered. You should pay attention if you still need your data untouched after You got the result. There are two reasons to write library in such way. The first one is that the author was followed by the book where some of the algorithms were predefined. And the second and the most important one is that the used way seems to be less greedy when we talk about a memory and CPU resources.
- Lawson C.L., Hanson R.J., Solving least squares problems, Prentice-Hall, New-Jersey, 1974. Russian translation of this book was used.
