Construct a new BoundedVariableLeastSquares instance to solve Ax-b subject to bounds on the variables. Each upper bound must be greater than or equal to the corresponding lower bound.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public BoundedVariableLeastSquares(
	double[,] a,
	double[] b,
	double[] lowerBound,
	double[] upperBound
)
Visual Basic (Declaration)
Public Sub New ( _
	a As Double(,), _
	b As Double(), _
	lowerBound As Double(), _
	upperBound As Double() _
)
Visual C++
public:
BoundedVariableLeastSquares(
	array<double,2>^ a, 
	array<double>^ b, 
	array<double>^ lowerBound, 
	array<double>^ upperBound
)

Parameters

a
Type: array< System..::.Double ,2>[,](,)[,]
The double input matrix.
b
Type: array< System..::.Double >[]()[]
A double array of length a.GetLength(0).
lowerBound
Type: array< System..::.Double >[]()[]
A double array of length a.GetLength(0) containing lower bounds. Use Double.NEGATIVE_INFINITY for variables which are not bounded below.
upperBound
Type: array< System..::.Double >[]()[]
A double array of length a.GetLength(0) containing upper bounds. Use Double.POSITIVE_INFINITY for variables which are not bounded above.

See Also