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Module cls

Module cls 

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Constrained least-squares (CLS) active-set solver and problem formulations.

§Solver

solve and solve_cls solve min ‖Au − b‖² subject to umin ≤ u ≤ umax using an active-set method with incremental QR updates via Givens rotations.

§Problem formulations

ModuleFormulationA size
setup::wlsWeighted LS with regularisation(NV+NU) × NU
setup::lsPlain LS (no regularisation)NV × NU

Re-exports§

pub use solver::solve;
pub use solver::solve_cls;
pub use types::ExitCode;
pub use types::Mat;
pub use types::SolverStats;
pub use types::VecN;

Modules§

linalg
Low-level linear algebra: Householder QR, back-substitution, constraint checking. Shared linear algebra utilities: constraint checking, Householder QR, and triangular back-substitution.
setup
Problem formulations (WLS, unreg LS). Problem formulation: convert domain parameters into min ‖Au − b‖² form.
solver
Active-set constrained least-squares solver.
types
Core types, constants, and nalgebra type aliases. Types for the constrained least-squares solver.