solve-methods | R Documentation |
solve-methods using generalized inverses for various types of matrices
solve(a,b, ...)
## S4 method for signature 'ANY,ANY'
solve(a, b, generalized =
getdistrOption("use.generalized.inverse.by.default"), tol = 1e-10)
## S4 method for signature 'PosSemDefSymmMatrix,ANY'
solve(a, b, generalized =
getdistrOption("use.generalized.inverse.by.default"), tol = 1e-10)
## S4 method for signature 'PosDefSymmMatrix,ANY'
solve(a, b, tol = 1e-10)
a |
matrix to be inverted / to be solved for RHS. |
b |
a numeric or complex vector or matrix giving the right-hand
side(s) of the linear system. If missing, |
... |
further arguments to be passed to specific methods (see |
generalized |
logical: should generalized / Moore-Penrose inverses be used? By default uses
the corresponding global option to be set by |
tol |
the tolerance for detecting linear dependencies in the
columns of |
The method for the Moore-Penrose inverse for
signature(a = "PosSemDefSymmMatrix", b = "ANY")
uses eigen
to find the eigenvalue
decomposition of a
and then simply "pseudo-inverts" the corresponding diagonal matrix built from
eigen(a)$values
, while for signature(a = "ANY", b = "ANY")
it uses the svd
decomposition of a
and then simply "pseudo-inverts" the corresponding diagonal matrix built from
svd(a)$d
.
signature(a = "ANY", b = "ANY")
: tries to evaluate solve.default
method from base in classical way;
if this gives an error, this one is returned if generalized
is TRUE
, else it will then
return a^-b
where a^-
is the pseudo or Moore-Penrose inverse of a
.
signature(a = "PosSemDefSymmMatrix", b = "ANY")
: evaluates a^-b
where a^-
is the pseudo or Moore-Penrose
inverse of a
.
signature(a = "PosDefSymmMatrix", b = "ANY")
: evaluates solve method from base in classical way.
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
solve
for the default method, eigen
and svd
for the pseudo inversion
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