Computes non-negative least squares coefficients with a matrix right hand side.
coef_nnls(x, y, eps = 1e-12, max_iter = 1000L)
A list containing
The estimated coefficient matrix
A vector containing the number of iterations needed
for the i
-th column in y
in the i
-th entry.
Coefficient matrix (p x n matrix)
Right hand side (p x m matrix)
Convergence tolerance
Maximum number of iterations
Duy Khuong Nguyen and Tu Bao Ho. Accelerated anti-lopsided algorithm for nonnegative least squares. International Journal of Data Science and Analytics, 3(1):23–34, 2017.
Adapted from https://github.com/khuongnd/nnls_antilopsided