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import _nnls
from numpy import asarray_chkfinite, zeros, double
def nnls(A,b):
"""
Solve || Ax - b ||_2 -> min with x>=0
Inputs:
A -- matrix as above
b -- vector as above
Outputs:
x -- solution vector
rnorm -- residual || Ax-b ||_2
wrapper around NNLS.F code below nnls/ directory
"""
A,b = map(asarray_chkfinite, (A,b))
if len(A.shape)!=2:
raise ValueError, "expected matrix"
if len(b.shape)!=1:
raise ValueError, "expected vector"
m,n = A.shape
if m != b.shape[0]:
raise ValueError, "incompatible dimensions"
w = zeros((n,), dtype=double)
zz = zeros((m,), dtype=double)
index=zeros((n,), dtype=int)
x,rnorm,mode = _nnls.nnls(A,m,n,b,w,zz,index)
if mode != 1: raise RuntimeError, "too many iterations"
return x, rnorm
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