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Subject: Re: nonnegative Ax=b lsq for large, sparse A.
Date: Fri, 26 Jun 2009 15:19:01 +0000 (UTC)
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>"John D'Errico" <woodchips@rochester.rr.com> wrote in message 
>*snip*
> lsqlin does accept sparse bound constrained problems.
> 
> A = sprand(2000,1000,.005);
> b = rand(2000,1);
> lb = zeros(1000,1);
> 
> tic,x = A\b;toc
> Elapsed time is 27.267806 seconds.
> 
> tic,x = lsqlin(A,b,[],[],[],[],lb,[],[],opts);toc
> Optimization terminated: relative function value changing by less
>  than sqrt(OPTIONS.TolFun), and rate of progress is slow.
> Elapsed time is 2.186524 seconds.
> 
> John

John, thanks for this tip. 

Unfortunately, lsqlin isn't quite there... The solution is pathologically slow for this matrix - my feeling is that the preconditioning isn't working well. I've tried increasing the PrecondBandWidth option, but to little avail.(increasing it to Inf causes a direct factorisation which leaves me out of memory, of course). 

Has anyone got any more ideas?

Thanks

Tom Clark