Solving Linear Inverse Models
Description
Functions that (1.) Find the minimum/maximum of a linear
or quadratic function: min or max (f(x)), where f(x) =
||Ax-b||^2 or f(x) = sum(ai*xi) subject to equality constraints
Ex=f and/or inequality constraints Gx>=h. (2.) Sample an
underdetermined- or overdetermined system Ex=f subject to
Gx>=h, and if applicable Ax~=b. (3.) Solve a linear system Ax=B
for the unknown x. Includes banded and tridiagonal linear
systems. The package calls Fortran functions from LINPACK