positive solutions to Ax=b

Hi,

I am trying to solve a set of linear equations in the form Ax=b. Solving this by using the command x=A\b generates both positive and negative values and in my case I only want positive values. Is there a way to solve for x with the constraint that the solution be positive?

[bym]

are you doing it numerically or symbolically?

[Walter Roberson]

What size is A ? If it is wider than a single column then \ is going to give multiple output values: in such a case, what would it mean to you to "only want positive values"?

Answer 1

[Oleg Komarov]

x = lsqlin(A,b,[],[],[],[],0)

Least squares with lower bounded x's to 0.

[bym]

very good, did not know this one. +1 vote

[Oleg Komarov]

We used it once to carry out asset allocation analysis a la Sharpe 1992.

Answer 2

[NN Misra]

Just in case someone visits here...now, it is possible to solve in this situation using lsqnonneg(A,b)

[Steven Lord]

Almost. As the name implies, the elements of the output of lsqnonneg will be non-negative. The original question asked for positive elements in the solution. If 0 is an acceptable value to have in the solution, you can use lsqnonneg.