solve {base} | R Documentation |
This generic function solves the equation a %*% x = b
for x
,
where b
can be either a vector or a matrix.
solve(a, b, ...)
## Default S3 method:
solve(a, b, tol, LINPACK = FALSE, ...)
a |
a square numeric or complex matrix containing the coefficients of the linear system. |
b |
a numeric or complex vector or matrix giving the right-hand
side(s) of the linear system. If missing, |
tol |
the tolerance for detecting linear dependencies in the
columns of |
LINPACK |
logical. Should LINPACK be used (for compatibility with R < 1.7.0)? Otherwise LAPACK is used. |
... |
further arguments passed to or from other methods |
a
or b
can be complex, but this uses double complex
arithmetic which might not be available on all platforms and LAPACK
will always be used.
The row and column names of the result are taken from the column names
of a
and of b
respectively. If b
is missing the
column names of the result are the row names of a
. No check is
made that the column names of a
and the row names of b
are equal.
For back-compatibility a
can be a (real) QR decomposition,
although qr.solve
should be called in that case.
qr.solve
can handle non-square systems.
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.
solve.qr
for the qr
method,
chol2inv
for inverting from the Choleski factor
backsolve
, qr.solve
.
hilbert <- function(n) { i <- 1:n; 1 / outer(i - 1, i, "+") }
h8 <- hilbert(8); h8
sh8 <- solve(h8)
round(sh8 %*% h8, 3)
A <- hilbert(4)
A[] <- as.complex(A)
## might not be supported on all platforms
try(solve(A))