[R] Matrix Equation Help?
f0z6305 at labs.tamu.edu
Fri Apr 25 17:19:05 CEST 2003
"solve" in my question means to get a unique
solution for X given A and B.
If solve in R cannot do this, what else function
would be helpful?
In R, there are 'backsolve' and 'qr.solve'. So if
these two functions are appropreciate for my
----- Original Message -----
From: "Spencer Graves" <spencer.graves at PDF.COM>
To: "Uwe Ligges" <ligges at statistik.uni-dortmund.de>
Cc: "Feng Zhang" <f0z6305 at labs.tamu.edu>; "R-Help"
<r-help at stat.math.ethz.ch>
Sent: Thursday, April 24, 2003 11:21 PM
Subject: Re: [R] Matrix Equation Help?
> 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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