backsolve... --> class()es for special matrices ?
Jonathan Rougier
J.C.Rougier@durham.ac.uk
Fri, 22 Jan 1999 10:14:49 +0000 (GMT)
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Hi Martin,
I attach my versions of solve methods for triangular and variance
matrices. The triangular method is a wrapper for backsolve() which
allows both a trans flag and a right flag (ie giving the four different
solves that you alluded to). The variance method uses a cholesky
decomposition and then two triangular solves (one with the trans flag
set), as recommended by Golub and van Loan. I have taken care with the
returning vector/matrix, as in the backsolve() patch!
I was not in on the previous Matrix class discussion. I use them in
Splus, but from a purely aesthetic point of view I don't like the idea
that R would need a Matrix add-on. I think I would rather see the
appropriate methods built into the base.
Cheers, Jonathan.
Jonathan Rougier Science Laboratories
Department of Mathematical Sciences South Road
University of Durham Durham DH1 3LE
"[B]egin upon the precept ... that the things we see are to be
weighed in the scale with what we know" (Meredith, 1879, The Egoist)
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