BCLS solves constrained linear least-squares problems of the form Ax=b where A is an m x n matrix and x is a vector of length n. The criterion for a solution is that the sum of squares of residuals is minimized.
The BCLS software provides additional functionality when compared to unconstrained methods. Users may include lower and upper bounds on the variables. Users may also specify linear constraints of the form y = Cx. Only the k x n matrix C and bounds on the product Cx are required. Equality constraints are handled by setting the lower bound and upper bound to the same value. Any of the bounds may be infinite.
The algorithm used by BCLS is described in: Hanson, R. J., Linear Least Squares with Bounds and Linear Constraints, SIAM J. Sci. Statist. Comput., Vol. 7, No. 3, pp 826-834, July, 1986. For more discussion of the algorithm and examples see: Hanson, R. J. and Lawson, C. L., Solving Least Squares Problems,SIAM Classics In Applied Mathematics, 1995.
BCLS is available in Fortran source code form and planned to be available in C. An interface for MATLAB is available.
A single user development source code license is priced at $995.
BCLS is available as a DLL for Windows for $395. The BCLS DLL can be called by C programs, Fortran programs, by MATLAB, by Visual Basic programs, and by many other Windows applications which are capable of referencing a DLL.
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