solve_ols: Solve linear system

In xw547/hwpkg:

Description

solve.ols is a function that solves linear system using either Gauss-Seidel or Jacobi. It assumes that the spectral norm of A is less than 1 to solve.

Usage

solve_ols(
  A,
  b,
  x0 = NA,
  maxiter = 10000,
  tol = 1e-05,
  numCores = 1,
  parallel = FALSE,
  method = "Gauss",
  full_result = FALSE
)

Arguments

A	Linear System to be solved
b	Constant Vector
x0	Initial solution guess
maxiter	Maximum Number of Iteration
tol	Tolerance of the difference between two result from iteration
numCores	Only applicable when parallel == TRUE, this
parallel	Whether to use the paralleled version, Only available when using "Jacobi". Default is FALSE.
method	Method to use, default is "Gauss-Seidel", and can be "Jacobi"
full_result	Whether to return a result of each iteration

Value

The function would return the solution to the linear system or the full record of each iteration. This depends on the option of full_result.

Author(s)

Xiaohan Wang

xw547/hwpkg documentation built on Dec. 23, 2021, 7:14 p.m.