solve(a,b, ...)
## S3 method for class 'ANY,ANY':
solve(a, b, generalized =
getdistrOption("use.generalized.inverse.by.default"), tol = 1e-10)
## S3 method for class 'PosSemDefSymmMatrix,ANY':
solve(a, b, generalized =
getdistrOption("use.generalized.inverse.by.default"), tol = 1e-10)
## S3 method for class 'PosDefSymmMatrix,ANY':
solve(a, b, tol = 1e-10)
b
is taken to be
an identity matrix and solve
will return the inverse of
a
.solve
).distroptions
.a
. Default is .Machine$double.eps
.signature(a = "PosSemDefSymmMatrix", b = "ANY")
uses eigen
to find the eigenvalue
decomposition of a
and then simply "pseudo-inverts" the corresponding diagonal matrix built from
eigen(a)$values
, while for signature(a = "ANY", b = "ANY")
it uses the svd
decomposition of a
and then simply "pseudo-inverts" the corresponding diagonal matrix built from
svd(a)$d
.solve
for the default method, eigen
and svd
for the pseudo inversion