bdSolve: Solve matrix equations

In BigDataStatMeth: Statistical Methods and Algorithms for Big Data

Solve matrix equations

Description

This function solve matrix equations A * X = B where A is an N-by-N matrix and X and B are N-by-NRHS matrices.

Usage

bdSolve(A, B)

Arguments

A	numerical matrix.
B	numerical matrix.

Value

X numerical matrix.

Examples

library(BigDataStatMeth)

n <- 500
m <- 500

# R Object

A <- matrix(runif(n*m), nrow = n, ncol = m)
B <- matrix(runif(n), nrow = n)
AS <- A%*%t(A)
      
X <- bdSolve(A, B)
XR <- solve(A,B)
      
all.equal(X, XR, check.attributes=FALSE)
  

BigDataStatMeth documentation built on March 30, 2022, 1:07 a.m.