limSolve

limSolve: Solving Linear Inverse Models. Functions that (1.) Find the minimum/maximum of a linear or quadratic function: min or max (f(x)), where f(x) = ||Ax-b||^2 or f(x) = sum(ai*xi) subject to equality constraints Ex=f and/or inequality constraints Gx>=h. (2.) Sample an underdetermined- or overdetermined system Ex=f subject to Gx>=h, and if applicable Ax =b. (3.) Solve a linear system Ax=B for the unknown x. Includes banded and tridiagonal linear systems. The package calls Fortran functions from LINPACK