# csolve: csolve

Description Usage Arguments Value Examples

### Description

This is a wrapper for the Cholesky-solver 'llt' from Eigen. The function computes the solution:

\mathbf{b} = \mathbf{X}^{-1} \mathbf{y}

If no vector y is passed, an identity matrix will be assigned and the functions returns the inverse of \mathbf{X}.

### Usage

 1 csolve(X,y=NULL) 

### Arguments

 X positive definite square matrix y vector of length equal to columns/rows of X

### Value

Solution vector/matrix

### Examples

  1 2 3 4 5 6 7 8 9 10 11 12 13 # Least Squares Solving # Generate random data n = 1000 p = 500 M <- matrix(rnorm(n*p),n,p) y <- rnorm(n) # least squares solution: b <- csolve(t(M) %c% M, t(M) %c% y) 

Search within the cgenpp package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.