[R] Matrix Equation Help?
Spencer Graves
spencer.graves at pdf.com
Fri Apr 25 06:21:58 CEST 2003
If n>>m, then solve does not work. Consider:
> A <- array(1:6, dim=c(2,3))
> B <- array(1:4, dim=c(2,2))
> solve(A, B)
Error in solve.default(A, B) : singular matrix `a' in solve
In this case, we have 6 = 3 x 2 unknowns but only 4 equations.
It raises questions about what you mean by solve. S-Plus 2000 and 6
have "ginverse" that will produce an answer. You can construct such
using "qr" or "svd".
However, before coding that, I will ask, what do you mean by "solve"?
hth. spencer graves
Uwe Ligges wrote:
> Feng Zhang wrote:
>
>> Dear R-listers
>>
>> Now I have a Matrix Equation to solve,
>> A -- m by n matrix, where n>>m, known matrix;
>> X -- n by m unknown matrix;
>> B -- m by m known matrix.
>>
>> So given the equation A*X=B, how to solve X?
>
>
> You already mentioned it:
> ?solve
>
> Uwe Ligges
>
>> I first tried to take X = inv((A'*A))*A'. But since
>> A'*A is singular, this is no way to go.
>>
>> Please give me some point on this.
>> Thanks
>>
>> Fred
>>
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>
>
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