solve_linear_system

AX=B which can be decomposed as LUX=B and finds X.
When B is the identity matrix the solution is the inverse of A

Tools for homogeneous and in-homogeneous phase-type distributions.
Methods for functional evaluation, simulation and estimation using the
expectation-maximization (EM) algorithm are provided.
The methods of this package are based on the following references.
Asmussen, S., Nerman, O., & Olsson, M. (1996) <https://www.jstor.org/stable/4616418>,
Olsson, M. (1996) <https://www.jstor.org/stable/4616419>.
Albrecher, H., & Bladt, M. (2019) <doi:10.1017/jpr.2019.60>
Albrecher, H., Bladt, M., & Yslas, J. (2020) <doi:10.1111/sjos.12505>
Bladt, M., & Yslas, J. (2020) <arXiv:2011.03219>.

Martin Bladt

matrixdist

Statistics for Matrix Distributions

Jorge Yslas

solve_linear_system function

<dl><dt>A1</dt>
<dd>a matrix</dd>
<dt>B</dt>
<dd>a matrix</dd></dl>

Arguments

Solves a system with multiple right hand sides — solve_linear_system

<dl>

<dt>A1</dt>
<dd>a matrix</dd>


<dt>B</dt>
<dd>a matrix</dd>

</dl>

solve_linear_system: Solves a system with multiple right hand sides

Description

Usage

Arguments