gputools (version 0.27)

gpuSolve: Estimate the solution to a matrix vector equation

Description

This function estimates the solution to an equation of the form x * b = y where x is a matrix, b is an unknown vector, and y is a known vector. It does much calculation on a GPU. If the y argument is omitted, the function returns the inverse of x.

The function uses R's base 'qr' and then applies the gpu to the result to get the final solution.

Usage

gpuSolve(x, y=NULL)

Arguments

x

a matrix of floating point numbers.

y

a vector of floating point numbers of length nrow(x).

Value

• a vector or matrix of floating point numbers. If y is not null, then the value is an estimate of the vector b of length ncol(x) where x * b = y. If y is null or omitted, the value is a matrix, an estimate of a matrix multiplicative pseudo inverse of x.

Examples

x <- matrix(runif(100), 10, 10)
	y <- runif(10)
	b <- gpuSolve(x, y)
	cat("Solution:
")
	print(b)
	x.inverse <- gpuSolve(x)
	cat("an estimate of a pseudo inverse for x:
")
	print(x.inverse)