mdessole / lhdm

NNLS solver employing Lawson-Hanson active set algorithm with Deviation Maximization pivoting

Lawson-Hanson algorithm with Deviation Maximization pivoting

Lawson-Hanson active set algorithm with Deviation Maximization pivoting implemented in C. A matlab wrapper is provided. NNLS problem: min ||A*X-B||, s.t. X>=0. Implementation used in

Monica Dessole, Marco Dell'Orto, Fabio Marcuzzi "The Lawson-Hanson Algorithm with Deviation Maximization: Finite Convergence and Sparse Recovery", Preprint, 2021.

Compile mex function from matlab command line

mex -v -R2017b lhdm.c -lmwblas -lmwlapack

Dependencies

• Matlab 2017 or higher
• LAPACK
• BLAS