Brief History of Nonnegative Least Squares in MATLAB

发表洛伦·舒尔（Loren Shure），，，，2006年12月12日

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在我在Mathworks（1987！）的第一年，我认识的教授与我取得了联系。他试图通过非阴性约束来解决最小二乘问题。正确提高后，我立即知道从哪里获得出色的算法

Lawson和Hanson，“解决最小二乘问题”，Prentice-Hall，1974年，第23章，第2页。161。

内容

Fortran Code

书中提供了《福特守则》，尽管Matlab还没有去statement. Problem was, it wasn't working correctly. He asked me to take a look. I remember being excited, because I lovennlsas L-H call the algorithm. However, pouring over someone else's translated Fortran loses its pizzazz quite quickly.

让我给您一些有关Fortran代码本身的统计信息。

326lines total
~150 lines of comments
leaving ~175 lines of executable code
main double while-loop, ~125 lines of executable code (lines 83-289)

A Eureka Moment

Procrastination can pay off sometimes. Instead of reading through the M-file code, comparing it to the Fortran line-by-line, I opened up the reference for the algorithm. Here's a glimpse of what I found.

你看见我看到的了吗？我看到问题在矩阵和向量方面谈论。嗯，也许我可以直接从算法描述中实现它，绕过Fortran实现。所以我做到了。

The MATLAB Code

MATLAB运送了功能nnls，最终被重命名为LSQNONNEGand was updated to include some code to standardize it with our other optimization routines. I had the code written and running in less than half a day, including working correctly on the examples sent to me by the professor that were not working in his translated code.

The code statistics look like this for the M-file.

总计206行
〜80空白和评论行
~125 lines of executable code, of which ~55 dealing with the infrastructure common to our other optimization routines that don't appear in the Fortran
~50 lines for the main iteration loops (nested while-loops)

Lessons Learned

我从这次经历中重新确定，值得回去思考代码和算法，然后才能潜水。我想我必须在我的生活中学习几次！虽然M-Files的Fortran和两个版本都是基于同一算法的，但我能够使用参考的矩阵符号绕过编写的代码并编写版本。
MATLAB代码较短，尽管我敢肯定有人会说不是that much短。
当我编写它时，该算法确实为我沉没了，因为我没有被循环陷入困境，所以我看着变量进出活跃的集合。看到算法从不太细微的水平上起作用，但仍在捕捉，这是非常有趣的全部细节。

Care to share any of your experiences where thinking about an algorithm differently than the way it was posed help you out? Add your thoughtshere。

以MATLAB®7.3出版