qrSolve: LSE Solution In pracma: Practical Numerical Math Functions

Description

Systems of linear equations via QR decomposition.

Usage

 `1` ``` qrSolve(A, b) ```

Arguments

 `A` numerical matrix with `nrow(A)>=ncol(A)`. `b` numerical vector with `length(b) == nrow(A)`.

Details

Solves (overdetermined) systems of linear equations via QR decomposition.

Value

The solution of the system as vector.

References

Trefethen, L. N., and D. Bau III. (1997). Numerical Linear Algebra. SIAM, Society for Industrial and Applied Mathematics, Philadelphia.

`householder`

Examples

 ```1 2 3 4 5 6 7 8 9``` ```A <- matrix(c(0,-4,2, 6,-3,-2, 8,1,-1), 3, 3, byrow=TRUE) b <- c(-2, -6, 7) qrSolve(A, b) ## Solve an overdetermined linear system of equations A <- matrix(c(1:8,7,4,2,3,4,2,2), ncol=3, byrow=TRUE) b <- rep(6, 5) x <- qrSolve(A, b) qr.solve(A, rep(6, 5)); x ```

Example output

```[1] 1 2 3
[1]  1.074236 -2.331878  2.436681
[1]  1.074236 -2.331878  2.436681
```

pracma documentation built on Dec. 11, 2021, 9:57 a.m.