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limSolve (version 1.5.5.1)
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