solve {base}

R Documentation

Solve a System of Equations

Description

This generic function solves the equation a %*% x = b for x, where b can be either a vector or a matrix.

Usage

solve(a, b, ...)

## Default S3 method:
solve(a, b, tol, LINPACK = FALSE, ...)

Arguments

a	a square numeric or complex matrix containing the coefficients of the linear system. Logical matrices are coerced to numeric.
b	a numeric or complex vector or matrix giving the right-hand side(s) of the linear system. If missing, b is taken to be an identity matrix and solve will return the inverse of a.
tol	the tolerance for detecting linear dependencies in the columns of a. The default is .Machine$double.eps.
LINPACK	logical. Defunct and an error.
...	further arguments passed to or from other methods.

Details

a or b can be complex, but this uses double complex arithmetic which might not be available on all platforms.

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 match the row names of b.

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.

Unsuccessful results from the underlying LAPACK code will result in an error giving a positive error code: these can only be interpreted by detailed study of the FORTRAN code.

What happens if a and/or b contain missing, NaN or infinite values is platform-dependent, including on the version of LAPACK is in use.

tol is a tolerance for the (estimated 1-norm) ‘reciprocal condition number’: the check is skipped if tol <= 0.

For historical reasons, the default method accepts a as an object of class "qr" (with a warning) and passes it on to solve.qr.

Source

The default method is an interface to the LAPACK routines DGESV and ZGESV.

LAPACK is from https://netlib.org/lapack/.

References

Anderson. E. and ten others (1999) LAPACK Users' Guide. Third Edition. SIAM.
Available on-line at https://netlib.org/lapack/lug/lapack_lug.html.

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

See Also

solve.qr for the qr method, chol2inv for inverting from the Cholesky factor backsolve, qr.solve.

Examples

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))

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