[R] Matrix Equation Help?
Sundar Dorai-Raj
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:
>> ?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
>>>
>>> ______________________________________________
>>> R-help at stat.math.ethz.ch mailing list
>>> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
>>
>>
>>
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>
>
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