MATLAB中非负平方的简短历史

저자Loren Shure,December 12, 2006

14회（30일）|0좋아요|12 댓글

In my first year at MathWorks (1987!), a professor I know got in touch with me. He was trying to solve a least squares problem with nonnegativity constraints. Having been raised properly, I knew immediately where to get a great algorithm

Lawson and Hanson, "Solving Least Squares Problems", Prentice-Hall, 1974, Chapter 23, p. 161.

fortran代码

The Fortran code is supplied in the book and the professor I spoke with did a fairly faithful translation, despite MATLAB not yet having agoto陈述。问题是，它无法正常工作。他要我看看。我记得很兴奋，因为我爱nnls如L-H致电算法。但是，倾倒别人翻译的Fortran很快就会失去其Pizzazz。

Let me give you some statistics on the Fortran code itself.

总计326行
〜150行评论
留下〜175行可执行的代码
主双环，〜125行可执行的代码（行83-289）

尤里卡的时刻

拖延有时会回报。我没有读取M文件代码，而是将其与Fortran逐线比较，而是打开了该算法的参考。这是我发现的东西。

Do you see what I see? I see the problem being talked about in terms of matrices and vectors. Hmmm, maybe I can implement it straight from the algorithm description, bypassing the Fortran implementation. And so I did.

MATLAB代码

MATLABshipped with the functionnnls, which ultimately was renamed tolsqnonneg并已更新以包含一些代码，以使用我们的其他优化例程进行标准化。我在不到半天的时间内编写和运行了代码，包括在教授发送给我的示例中正确地工作，这些示例没有用他的翻译代码工作。

对于M文件，代码统计信息看起来像这样。

206 lines total
~80 blank and comment lines
〜125行可执行的代码，其中〜55处理我们其他优化例程共有的基础架构
主迭代环（嵌套时环）的〜50行

得到教训

I relearned from this experience that it is worth going back and thinking about code and the algorithm before diving in. I guess I had to learn this one a few times in the course of my progamming life! While the Fortran and both versions of the M-files were based on the same algorithm, I was able to bypass the code written and write a version using the matrix notation of the reference.
The MATLAB code is shorter, though I am sure some will say that it is not那么多shorter.
The algorithm, when I wrote it, really sunk in for me, since instead of being mired in loops, I watched variables move in and out of the active set. It was very interesting to see the algorithm work from a less nitty-gritty level, yet still capturingallthe details.

要分享您的任何经验，即对算法的思考与假装方式不同的方式有所不同？添加您的想法这里.

Published with MATLAB® 7.3