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- import numpy as np
- from ._slsqplib import nnls as _nnls
- from scipy._lib.deprecation import _deprecate_positional_args, _NoValue
- __all__ = ['nnls']
- @_deprecate_positional_args(version='1.18.0',
- deprecated_args={'atol'})
- def nnls(A, b, *, maxiter=None, atol=_NoValue):
- """
- Solve ``argmin_x || Ax - b ||_2^2`` for ``x>=0``.
- This problem, often called as NonNegative Least Squares, is a convex
- optimization problem with convex constraints. It typically arises when
- the ``x`` models quantities for which only nonnegative values are
- attainable; weight of ingredients, component costs and so on.
- Parameters
- ----------
- A : (m, n) ndarray
- Coefficient array
- b : (m,) ndarray, float
- Right-hand side vector.
- maxiter: int, optional
- Maximum number of iterations, optional. Default value is ``3 * n``.
- atol : float, optional
- .. deprecated:: 1.18.0
- This parameter is deprecated and will be removed in SciPy 1.18.0.
- It is not used in the implementation.
- Returns
- -------
- x : ndarray
- Solution vector.
- rnorm : float
- The 2-norm of the residual, ``|| Ax-b ||_2``.
- See Also
- --------
- lsq_linear : Linear least squares with bounds on the variables
- Notes
- -----
- The code is based on the classical algorithm of [1]_. It utilizes an active
- set method and solves the KKT (Karush-Kuhn-Tucker) conditions for the
- non-negative least squares problem.
- References
- ----------
- .. [1] : Lawson C., Hanson R.J., "Solving Least Squares Problems", SIAM,
- 1995, :doi:`10.1137/1.9781611971217`
- Examples
- --------
- >>> import numpy as np
- >>> from scipy.optimize import nnls
- ...
- >>> A = np.array([[1, 0], [1, 0], [0, 1]])
- >>> b = np.array([2, 1, 1])
- >>> nnls(A, b)
- (array([1.5, 1. ]), 0.7071067811865475)
- >>> b = np.array([-1, -1, -1])
- >>> nnls(A, b)
- (array([0., 0.]), 1.7320508075688772)
- """
- A = np.asarray_chkfinite(A, dtype=np.float64, order='C')
- b = np.asarray_chkfinite(b, dtype=np.float64)
- if len(A.shape) != 2:
- raise ValueError(f"Expected a 2D array, but the shape of A is {A.shape}")
- if (b.ndim > 2) or ((b.ndim == 2) and (b.shape[1] != 1)):
- raise ValueError("Expected a 1D array,(or 2D with one column), but the,"
- f" shape of b is {b.shape}")
- elif (b.ndim == 2) and (b.shape[1] == 1):
- b = b.ravel()
- m, n = A.shape
- if m != b.shape[0]:
- raise ValueError(
- "Incompatible dimensions. The first dimension of " +
- f"A is {m}, while the shape of b is {(b.shape[0], )}")
- if not maxiter:
- maxiter = 3*n
- x, rnorm, info = _nnls(A, b, maxiter)
- if info == 3:
- raise RuntimeError("Maximum number of iterations reached.")
- return x, rnorm
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