[R] Re: solve vs. qr.solve
Douglas Bates
bates at stat.wisc.edu
Mon May 1 19:14:27 CEST 2000
gb <gb at stat.umu.se> writes:
> > solve
> function(a, b, ...) UseMethod("solve")
> > methods(solve)
> [1] "solve.default" "solve.qr" =20
>
> I guess that I have to find the underlying C code to find out
> what "solve.default" is, and when which method is used. I have
> looked around in R-1.0.1/src/* with no great success. Can I
> get a hint where to search?
solve.default is just another function in the base R library.
> solve.default
function(a, b, tol = 1e-7)
{
if( !is.qr(a) )
a <- qr(a, tol = tol)
nc <- ncol(a$qr)
if( a$rank != nc )
stop("singular matrix `a' in solve")
if( missing(b) ) {
if( nc != nrow(a$qr) )
stop("only square matrices can be inverted")
b <- diag(1,nc)
}
## pre 0.63.3: b <- as.matrix(b)
return(qr.coef(a,b))
}
As you can see, it checks if the first argument is a qr object and, if
not, it takes a qr decomposition.
It appears that solve.default, solve.qr, and qr.solve are identical.
I imagine the reason for identical functions under multiple names is
for S-PLUS compatibility although I'm not sure. Does anyone else
know?
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