solve.Matrix {Matrix}R Documentation

Solve a System of Equations

Description

This function solves the equation a %*% x = b or t(a) %*% x = b for x, where b can be either a vector or a matrix.

Usage

solve(a, b, tol = 0, transpose = FALSE)

Arguments

a a numeric matrix containing the coefficients of the linear system.
b a numeric vector or matrix giving the right-hand side(s) of the linear system. If omitted, b is taken to be an identity matrix and solve will return the inverse of a.
tol the tolerance for the reciprocal condition estimate. If tol is negative, no condition estimation is done. Otherwise the reciprocal one norm condition estimate is computed and the solution is attempted only when it is greater than tol.
transpose a logical value. If TRUE, the system to be solved is defined by the transpose of a. The default is FALSE, for which the system to be solved is defined by a.

See Also

rcond.Matrix

Examples

h8 <- hilbert(8); round(h8, 4)
solve(h8)
solve(h8, diag(8)) # similar result but not necessarily Hermitian
Hermitian.test(solve(h8))
Hermitian.test(solve(h8, diag(8)))