Hello, I have a matrix equation, Ax=b, that I need to solve for x. x should be a vector of positive numbers (between 0 and 1). A is not a square matrix in general. This lead me to using the SVD. However, using the SVD gives me positive and negative numbers, as well. I have some constraints included in the A matrix itself (i.e., that the sum of some xi should be equal to 1) but I do not know how to include the constraint that each xi should be non-negative.
Is there in R (or somewhere else) an SVD that includes this kind of constraint? or some other optimizer that can cope with solving non-square matrix equations, including the positivity constraint? I know that this is not really an R question, sorry for that. Jordi Jordi Molins Short Term Products / Treasury Capital Markets > Dresdner Kleinwort Wasserstein phone +49 69 713 15329 fax +49 69 713 19804 mobile +49 171 171 64 61 mailto:[EMAIL PROTECTED] -------------------------------------------------------------------------------- The information contained herein is confidential and is inte...{{dropped}} ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
