qrSolve {pracma} | R Documentation |
LSE Solution
Description
Systems of linear equations via QR decomposition.
Usage
qrSolve(A, b)
Arguments
A |
numerical matrix with |
b |
numerical vector with |
Details
Solves (overdetermined) systems of linear equations via QR decomposition.
Value
The solution of the system as vector.
References
Trefethen, L. N., and D. Bau III. (1997). Numerical Linear Algebra. SIAM, Society for Industrial and Applied Mathematics, Philadelphia.
See Also
Examples
A <- matrix(c(0,-4,2, 6,-3,-2, 8,1,-1), 3, 3, byrow=TRUE)
b <- c(-2, -6, 7)
qrSolve(A, b)
## Solve an overdetermined linear system of equations
A <- matrix(c(1:8,7,4,2,3,4,2,2), ncol=3, byrow=TRUE)
b <- rep(6, 5)
x <- qrSolve(A, b)
qr.solve(A, rep(6, 5)); x
[Package pracma version 2.4.4 Index]