R代码:满足n个矩阵方程的非负解

我们假设"最合适"意味着找到x最小化的非负数:

|| A x - c || ² + || B x - d || ²

我们可以使用nnls包来计算它.假设这mat是由A堆叠在行的顶部的行组成的矩阵B,即rbind(A, B),c并且d它们都是1的向量,因此它c(c, d)是nrow(mat)我们所拥有的向量:

library(nnls)
nnls(mat, rep(1, nrow(mat)))

赠送:

Nonnegative least squares model
x estimates: 82.87176 83.51637 104.6671 52.97634 148.3001 0 193.7866 
residual sum-of-squares: 0.39
reason terminated: The solution has been computed sucessfully.