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- Matlab 2017 or higher
- LAPACK
- BLAS