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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