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(a_i*x_i) 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. It includes banded and tridiagonal linear systems. The package calls Fortran functions from 'LINPACK'.

Package details

AuthorKarline Soetaert [aut, cre], Karel Van den Meersche [aut], Dick van Oevelen [aut], LAPACK authors [cph]
Date of publication2017-08-14 15:14:43 UTC
MaintainerKarline Soetaert <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the limSolve package in your browser

Any scripts or data that you put into this service are public.

limSolve documentation built on Aug. 14, 2017, 5:06 p.m.