NNLS: Super fast large-scale nonegative least squares


NNLS

Download

  1. NNLS (SBB Method), simplistic C++ code. Be sure to read the README!
  2. NNLS (Matlab scripts) (see file tstnnls.m for an example)

If you use this software for a paper, thesis, report, etc., then please include the following as a citation

  1. D. Kim, S. Sra, I. S. Dhillon. "A non-monotonic method for large-scale non-negative least squares." Optimization Methods and Software, Jan. 2012
    2.                   @Article{kiSrDh12,
                  author = 	 {D. Kim and S. Sra and I. S. Dhillon},
                  title = 	 {{A non-monotonic method for large-scale non-negative least squares}},
                  year = 	 2012,
                  month =	 {Jan.},
                  journal =  {Optimization Methods and Software (OMS)},
                  }

INSTALLATION NOTES

  1. Untar
  2. make all

Planned Features

  1. Better support for Dense Matrices (current support is rudimentary)
  2. Tuned sparse matrices --- easy to hack current code, but I have no time
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