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need constrained SVD code in IDL :) [message #159]

Thu, 24 October 1991 21:11

joe
Messages: 8
Registered: October 1991

Junior Member

Has anyone in the IDL/PV~Wave world written, and would like to share,
an SVD-based least-squares fitting procedure that allows the user
to constrain the solutions with linear inequality and equality
constraints?

I am aware of the IDL SVD routines, but I want to restrict the solution
space in the following manner:

1) all returned values must be .GE. zero
2) the sum of the returned values must be .LE. 1.

I tried "translating" Lawson and Hansen NNLS code into IDL but I
got slow and unreliable results. (probably because of all the DO loops
and my "interpretation" of what their code actually does.:)

Any help on this would be greatly appreciated.
--
-
JOSEPH WILLIS BOARDMAN "woof",Riley
Email: joe@syd.deg.csiro.au
Phone: 61-2-887-8884

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