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.

Package details

AuthorKarline Soetaert [aut, cre], Karel Van den Meersche [aut], Dick van Oevelen [aut], Charles L. Lawson [ctb] (file inverse.f), Richard J. Hanson [ctb] (file inverse.f), Jack Dongarra [ctb] (files solve.f, inverse.f), Cleve Moler [ctb] (file solve.f)
MaintainerKarline Soetaert <>
Package repositoryView on CRAN
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limSolve documentation built on Sept. 22, 2023, 1:07 a.m.