2004
DOI: 10.1002/cem.889
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Fast algorithm for the solution of large‐scale non‐negativity‐constrained least squares problems

Abstract: Algorithms for multivariate image analysis and other large-scale applications of multivariate curve resolution (MCR) typically employ constrained alternating least squares (ALS) procedures in their solution. The solution to a least squares problem under general linear equality and inequality constraints can be reduced to the solution of a non-negativity-constrained least squares (NNLS) problem. Thus the efficiency of the solution to any constrained least square problem rests heavily on the underlying NNLS algo… Show more

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Cited by 212 publications
(160 citation statements)
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“…Spectral image data were combined into a composite image and analyzed with in-house-written MCR algorithms (Bro and De Jong, 1997;Van Benthem et al, 2002;Haaland et al, 2003;Keenan and Kotula, 2004;Baker, 2008) and software Haaland et al, 2009). MCR is an iterative numerical analysis method implemented using constrained alternating least squares (Van Benthem and Keenan, 2004) and generates spectral components that combine in a linear additive manner to recreate noise-free spectroscopic data. The MCR model is applied to the spectral images on a per pixel basis to generate concentration maps that give the relative concentration and location of spectral components within the image.…”
Section: Data Processingmentioning
confidence: 99%
“…Spectral image data were combined into a composite image and analyzed with in-house-written MCR algorithms (Bro and De Jong, 1997;Van Benthem et al, 2002;Haaland et al, 2003;Keenan and Kotula, 2004;Baker, 2008) and software Haaland et al, 2009). MCR is an iterative numerical analysis method implemented using constrained alternating least squares (Van Benthem and Keenan, 2004) and generates spectral components that combine in a linear additive manner to recreate noise-free spectroscopic data. The MCR model is applied to the spectral images on a per pixel basis to generate concentration maps that give the relative concentration and location of spectral components within the image.…”
Section: Data Processingmentioning
confidence: 99%
“…The nnls function solves the nonnegativity-constrained least squares problem. For this work we used a simple modification of a published procedure [37] that allows matrix cross-products to be input rather than computing them in the first step of the algorithm. A fixed number of alternating least-squares iterations, 500, was used to compute the results presented here.…”
Section: Appendix: Matlab-like Pseudocode For the Mcr-als Calculationsmentioning
confidence: 99%
“…A classical method for solving the NNLS problem is the active set method of Lawson and Hanson [20]; however, applying Lawson and Hanson's method directly to NNCP is extremely slow. Bro and De Jong [4] suggested an improved active-set method to solve the NNLS problems, and Ven Benthem and Keenan [28] further accelerated the active-set method, which was later utilized in NMF [14] and NNCP [15]. In Friedlander and Hatz [10], the NNCP subproblems are solved by a two-metric projected gradient descent method.…”
Section: Related Workmentioning
confidence: 99%