[SciPy-User] Sparse Matricies and NNLS

[Calvin Morrison]

Ariel,

Thank you! I will sure to take a look at it!

Calvin

On 15 April 2013 12:39, Ariel Rokem <arokem at gmail.com> wrote:
> Hey Calvin,
>
>
> On Mon, Apr 1, 2013 at 6:07 AM, Calvin Morrison <mutantturkey at gmail.com>
> wrote:
>>
>> Unforunately,
>>
>> Tsnnls might have been fast in 2001, trying it on a moderatley sized
>> dataset is beyond slow
>>
>> Calvin
>>
>> On Apr 1, 2013 8:57 AM, "Jonathan Guyer" <guyer at nist.gov> wrote:
>>>
>>>
>>> On Mar 28, 2013, at 5:33 PM, Calvin Morrison wrote:
>>>
>>> > It seems nobody wants to touch the nnls algorithm because the only
>>> > implementation that is floating around is the one from the original
>>> > publication or automatic conversions of it.
>>>
>>> For whatever it's worth, the second google hit for "nnls sparse" is
>>>
>>>   http://www.michaelpiatek.com/papers/tsnnls.pdf
>>>
>>> "tsnnls: A solver for large sparse least squares problems with
>>> non-negative variables
>>>
>>> The solution of large, sparse constrained least-squares problems is a
>>> staple in scientific and engineering applications. However, currently
>>> available codes for such problems are proprietary or based on MATLAB. We
>>> announce a freely available C implementation of the fast block pivoting
>>> algorithm of Portugal, Judice, and Vicente. Our version is several times
>>> faster than Matstoms’ MATLAB implementation of the same algorithm. Further,
>>> our code matches the accuracy of MATLAB’s built-in lsqnonneg function."
>>>
>>> All links to the code seem to be dead, but it's probably worth contacting
>>> the authors.
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>>
>>
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>
>
> I've found stochastic gradient descent to be very useful for this kind of
> thing.
>
> Here's an implementation, adapted from a colleague's Matlab implementation:
>
> https://gist.github.com/arokem/5389417
>
> HTH,
>
> Ariel
>
>
>
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