I want to get a positive solution "x" for the linear system Ax = b. Is there any function for this?
I did some research and I find a function called "lsq" under scilab, what this function is for?
Thank you.
I want to get a positive solution "x" for the linear system Ax = b. Is there any function for this?
I did some research and I find a function called "lsq" under scilab, what this function is for?
Thank you.
As far as I know, lsq
does not deal with linear inequalities such as $x\ge 0$. You can use the linear programming function karmarkar
instead. The choice of target function does not matter much; it is natural to maximize $\sum x_i$. If no linear inequalities are provided, the routine automatically imposes $x\ge 0$.
The code below finds a solution to $5x_1-x_3=3$, $x_1-2x_2+3x_3=4$ subject to $x\ge 0$.
Aeq = [5 0 -1 ; 1 -2 3] beq = [3 4]' c = [-1 -1 -1]' xopt = karmarkar(Aeq,beq,c) print(%io(2),xopt)
returns
0.9102308
0.7818466
1.5511541