gpuSolve: Estimate the solution to a matrix vector equation

Description Usage Arguments Value Examples

View source: R/gpuSolve.R

Description

This function estimates the solution to an equation of the form x * b = y where x is a matrix, b is an unknown vector, and y is a known vector. It does much calculation on a GPU. If the y argument is omitted, the function returns the inverse of x.

The function uses R's base 'qr' and then applies the gpu to the result to get the final solution.

Usage

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	gpuSolve(x, y=NULL)

Arguments

x

a matrix of floating point numbers.

y

a vector of floating point numbers of length nrow(x).

Value

a vector or matrix of floating point numbers. If y is not null, then the value is an estimate of the vector b of length ncol(x) where x * b = y. If y is null or omitted, the value is a matrix, an estimate of a matrix multiplicative pseudo inverse of x.

Examples

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	x <- matrix(runif(100), 10, 10)
	y <- runif(10)
	b <- gpuSolve(x, y)
	cat("Solution:\n")
	print(b)
	x.inverse <- gpuSolve(x)
	cat("an estimate of a pseudo inverse for x:\n")
	print(x.inverse)

gputools documentation built on May 30, 2017, 1:52 a.m.

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