I am trying to find java code to calculate the solution of least squares (x) in the equation Ax = b. Let's pretend that
A = [1 0 0;1 0 0];
b = [1; 2];
x = A\b
returns
x =
1.5000
0
0
I found Class LeastSquares,
public LeastSquares(double[] a, double[] b, int degree)
but at the input, both A and B are one-dimensional arrays, however, in the above example, A is a matrix and B is an array.
In class NonNegativeLeastSquares
public NonNegativeLeastSquares(int M, int N, double a[][],double b[])
A is a matrix, and B is an array, but the class description says that it finds an approximate solution of the linear system of equations Ax = b, which || Ax - b || 2 is minimized, and such that x> = 0. This means that x is always positive.
I need the same class as NonNegativeLeastSquares, but without limitation x> = 0. Can someone please help me?
Many thanks.
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