MATLAB Function Reference |

Linear least squares with nonnegativity constraints

**Syntax**

x = lsqnonneg(C,d) x = lsqnonneg(C,d,x0) x = lsqnonneg(C,d,x0,options) [x,resnorm] = lsqnonneg(...) [x,resnorm,residual] = lsqnonneg(...) [x,resnorm,residual,exitflag] = lsqnonneg(...) [x,resnorm,residual,exitflag,output] = lsqnonneg(...) [x,resnorm,residual,exitflag,output,lambda] = lsqnonneg(...)

**Description**

```
x = lsqnonneg(C,d)
```

returns the vector `x`

that minimizes `norm(C*x-d)`

subject to `x >= 0`

. `C`

and `d`

must be real.

```
x = lsqnonneg(C,d,x0)
```

uses `x0`

as the starting point if all `x0 >= 0`

; otherwise, the default is used. The default start point is the origin (the default is used when `x0==[ ]`

or when only two input arguments are provided).

```
x = lsqnonneg(C,d,x0,options)
```

minimizes with the optimization parameters specified in the structure `options`

. You can define these parameters using the `optimset`

function. `lsqnonneg`

uses these `options`

structure fields:

`Display` |
Level of display. `'off'` displays no output; `'final'` displays just the final output; `'notify'` (default) displays output only if the function does not converge. |

`TolX` |
Termination tolerance on `x.` |

```
[x,resnorm] = lsqnonneg(...)
```

returns the value of the squared 2-norm of the residual: `norm(C*x-d)^2`

.

```
[x,resnorm,residual] = lsqnonneg(...)
```

returns the residual, `d-C*x`

.

```
[x,resnorm,residual,exitflag] = lsqnonneg(...)
```

returns a value `exitflag`

that describes the exit condition of lsqnonneg:

>0 |
Indicates that the function converged to a solution `x.` |

0 |
Indicates that the iteration count was exceeded. Increasing the tolerance (`TolX` parameter in `options` ) may lead to a solution. |

```
[x,resnorm,residual,exitflag,output] = lsqnonneg(...)
```

returns a structure `output`

that contains information about the operation:

`output.algorithm` |
The algorithm used |

`output.iterations` |
The number of iterations taken |

```
[x,resnorm,residual,exitflag,output,lambda] = lsqnonneg(...)
```

returns the dual vector (Lagrange multipliers) `lambda`

, where `lambda(i)<=0`

when `x(i)`

is (approximately) `0`

, and `lambda(i)`

is (approximately) `0`

when `x(i)>0`

.

**Examples**

Compare the unconstrained least squares solution to the `lsqnonneg`

solution for a 4-by-2 problem:

C = [

`(C`

*`(C\`

d)-d)`C`

*`l`

sqnonneg(C,d)-d)]

The solution from `lsqnonneg`

does not fit as well (has a larger residual), as the least squares solution. However, the nonnegative least squares solution has no negative components.

**Algorithm**

`lsqnonneg`

uses the algorithm described in [1]. The algorithm starts with a set of possible basis vectors and computes the associated dual vector `lambda`

. It then selects the basis vector corresponding to the maximum value in `lambda`

in order to swap out of the basis in exchange for another possible candidate. This continues until `lambda <= 0`

.

**See Also**

The arithmetic operator `\`

, `optimset`

**References**

[1] Lawson, C.L. and R.J. Hanson, *Solving Least Squares Problems*,
Prentice-Hall, 1974, Chapter 23, p. 161.

lscov | lsqr |

© 1994-2005 The MathWorks, Inc.