[R] Matrix Equation Help?
sundar.dorai-raj at pdf.com
Fri Apr 25 14:42:54 CEST 2003
See also ?ginv in package MASS.
Spencer Graves wrote:
> 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:
>> 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.
>>> R-help at stat.math.ethz.ch mailing list
>> R-help at stat.math.ethz.ch mailing list
> R-help at stat.math.ethz.ch mailing list
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