inv.optR: Invert a matrix using LU decomposition

In optR: Optimization Toolbox for Solving Linear Systems

Description

function invert a matrix A using LU decomposition such that A*inv(A)=I

Usage

inv.optR(A, tol = 1e-07)

Arguments

A	: Input matrix
tol	: tolerance

Value

A : Inverse of Matrix A

Examples

# Invert the matrix using LU decomposition
A<-matrix(c(0.6,-0.4,1, -0.3,0.2,0.5,0.6,-1,0.5), nrow=3,ncol=3, byrow = TRUE) 
InvA<-inv.optR(A)

optR documentation built on May 1, 2019, 10:32 p.m.