Description Usage Arguments Value References Examples
The Sylvester equation is of form
AX + XB = C
where X is the unknown and others are given. Though it's possible to have non-square A and B matrices,
we currently support square matrices only. This is a wrapper of armadillo
's sylvester
function.
1 |
A |
a (p\times p) matrix as above. |
B |
a (p\times p) matrix as above. |
C |
a (p\times p) matrix as above. |
a solution matrix X of size (p\times p).
sanderson_armadillo_2016maotai
\insertRefeddelbuettel_rcpparmadillo_2014maotai
1 2 3 4 5 6 7 8 9 10 11 12 13 | ## simulated example
# generate square matrices
A = matrix(rnorm(25),nrow=5)
X = matrix(rnorm(25),nrow=5)
B = matrix(rnorm(25),nrow=5)
C = A%*%X + X%*%B
# solve using 'sylvester' function
solX = sylvester(A,B,C)
pm1 = "* Experiment with Sylvester Solver"
pm2 = paste("* Absolute Error : ",norm(solX-X,"f"),sep="")
pm3 = paste("* Relative Error : ",norm(solX-X,"f")/norm(X,"f"),sep="")
cat(paste(pm1,"\n",pm2,"\n",pm3,sep=""))
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