| Solve {limSolve} | R Documentation |
Generalised inverse solution of
Ax=B
Solve (A, B = diag(nrow = nrow(A)), tol = sqrt(.Machine$double.eps))
A |
numeric matrix containing the coefficients of the equations Ax=B. |
B |
numeric matrix containing the right-hand sides of the equations; the default is the unity matrix, in which case the function will return the Moore-Penrose generalized inverse of matrix A. |
tol |
tolerance for selecting singular values. |
a vector with the generalised inverse solution.
Solve uses the Moore-Penrose generalized inverse of matrix A
(function ginv from package MASS).
solve, the R default requires a square, positive
definite A. Solve does not have this restriction.
Karline Soetaert <karline.soetaert@nioz.nl>
package MASS:
Venables, W. N. & Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth Edition. Springer, New York. ISBN 0-387-95457-0
ginv to estimate the Moore-Penrose generalized inverse
of a matrix, in package MASS,
solve the R default
A <- matrix(nrow = 4, ncol = 3, data = c(1:8, 6, 8, 10, 12)) # col3 = col1+col2 B <- 0:3 X <- Solve(A, B) # generalised inverse solution A %*% X - B # should be zero (except for roundoff) (gA <- Solve(A)) # generalised inverse of A