solve(a,b, ...)
"solve"(a, b, generalized =
getdistrOption("use.generalized.inverse.by.default"), tol = 1e-10)
"solve"(a, b, generalized =
getdistrOption("use.generalized.inverse.by.default"), tol = 1e-10)
"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 = "ANY", b = "ANY")
: tries to evaluate solve.default
method from base in classical way;
if this gives an error, this one is returned if generalized
is TRUE
, else it will then
return $a^-b$ where $a^-$ is the pseudo or Moore-Penrose inverse of $a$.signature(a = "PosSemDefSymmMatrix", b = "ANY")
: evaluates $a^-b$ where $a^-$ is the pseudo or Moore-Penrose
inverse of $a$.signature(a = "PosDefSymmMatrix", b = "ANY")
: evaluates solve method from base in classical way.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