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limSolve (version 1.5.6)
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(a_i*x_i)
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. It includes banded and tridiagonal linear systems.