nncg {SSPA}R Documentation

Non-negative conjugate gradient algorithm

Description

Non-negative conjugate gradient algorithm

Usage

nncg(A, b, type = 1, trace = FALSE)

Arguments

A

the A matrix of the system: Ax = b.

b

the b vector of the system: Ax = b.

type

for the conjugate-gradients method. Takes value '1' for the Fletcher-Reeves update, '2' for Polak-Ribiere and '3' for Beale-Sorenson.

trace

tracing information on the progress of the optimization is produced.

Details

C-implementation, details follow.

Value

list containg regression coefficients and some additional information.

Author(s)

Maarten van Iterson


[Package SSPA version 2.30.0 Index]