import numpy as np from ._slsqplib import nnls as _nnls from scipy._lib.deprecation import _deprecate_positional_args, _NoValue __all__ = ['nnls'] @_deprecate_positional_args(version='1.18.0', deprecated_args={'atol'}) def nnls(A, b, *, maxiter=None, atol=_NoValue): """ Solve ``argmin_x || Ax - b ||_2`` for ``x>=0``. This problem, often called as NonNegative Least Squares, is a convex optimization problem with convex constraints. It typically arises when the ``x`` models quantities for which only nonnegative values are attainable; weight of ingredients, component costs and so on. Parameters ---------- A : (m, n) ndarray Coefficient array b : (m,) ndarray, float Right-hand side vector. maxiter: int, optional Maximum number of iterations, optional. Default value is ``3 * n``. atol : float, optional .. deprecated:: 1.18.0 This parameter is deprecated and will be removed in SciPy 1.18.0. It is not used in the implementation. Returns ------- x : ndarray Solution vector. rnorm : float The 2-norm of the residual, ``|| Ax-b ||_2``. See Also -------- lsq_linear : Linear least squares with bounds on the variables Notes ----- The code is based on the classical algorithm of [1]_. It utilizes an active set method and solves the KKK (Karush-Kuhn-Tucker) conditions for the non-negative least squares problem. References ---------- .. [1] : Lawson C., Hanson R.J., "Solving Least Squares Problems", SIAM, 1995, :doi:`10.1137/1.9781611971217` Examples -------- >>> import numpy as np >>> from scipy.optimize import nnls ... >>> A = np.array([[1, 0], [1, 0], [0, 1]]) >>> b = np.array([2, 1, 1]) >>> nnls(A, b) (array([1.5, 1. ]), 0.7071067811865475) >>> b = np.array([-1, -1, -1]) >>> nnls(A, b) (array([0., 0.]), 1.7320508075688772) """ A = np.asarray_chkfinite(A, dtype=np.float64, order='C') b = np.asarray_chkfinite(b, dtype=np.float64) if len(A.shape) != 2: raise ValueError(f"Expected a 2D array, but the shape of A is {A.shape}") if (b.ndim > 2) or ((b.ndim == 2) and (b.shape[1] != 1)): raise ValueError("Expected a 1D array,(or 2D with one column), but the," f" shape of b is {b.shape}") elif (b.ndim == 2) and (b.shape[1] == 1): b = b.ravel() m, n = A.shape if m != b.shape[0]: raise ValueError( "Incompatible dimensions. The first dimension of " + f"A is {m}, while the shape of b is {(b.shape[0], )}") if not maxiter: maxiter = 3*n x, rnorm, info = _nnls(A, b, maxiter) if info == 3: raise RuntimeError("Maximum number of iterations reached.") return x, rnorm