c++ - Using Eigen to solve a dense, constrained least squares fit -


i need solve classic problem of form ax = b vector x of size 4. on order of ~500 data points , dense 500x4 matrix.

currently can solve using normal equations described here , works fine constrain 1 of parameters in x never above value.

is there way programmatically eigen?

you can try quadradic programming solver based on eigen there. you'll still have form normal equation.


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