Tsnnls: A solver for large sparse least squares problems with non-negative variables

TL;DR

This paper introduces Tsnnls, a free, efficient C implementation of a fast algorithm for large sparse non-negative least squares problems, outperforming MATLAB counterparts in speed while maintaining accuracy.

Contribution

The paper presents a new open-source C solver for large sparse non-negative least squares problems, offering significant speed improvements over existing MATLAB implementations.

Findings

Several times faster than MATLAB implementation

Matches MATLAB's accuracy in solutions

Open-source and freely available

Abstract

The solution of large, sparse constrained least-squares problems is a staple in scientific and engineering applications. However, currently available codes for such problems are proprietary or based on MATLAB. We announce a freely available C implementation of the fast block pivoting algorithm of Portugal, Judice, and Vicente. Our version is several times faster than Matstoms' MATLAB implementation of the same algorithm. Further, our code matches the accuracy of MATLAB's built-in lsqnonneg function.