limSolve: Solving Linear Inverse Models. 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
Keywords for this software
References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
- Zheng, Chaowen; Wu, Yichao: Nonparametric estimation of multivariate mixtures (2020)
- Jordan, Pascal; Spiess, Martin: On fair person classification based on efficient factor score estimates in the multidimensional factor analysis model (2018)
- Van Beek, Johannes H. G. M.; Supandi, Farahaniza; Gavai, Anand K.; De Graaf, Albert A.; Binsl, Thomas W.; Hettling, Hannes: Simulating the physiology of athletes during endurance sports events: modelling human energy conversion and metabolism (2011)