LSE Solution
Systems of linear equations via QR decomposition.
qrSolve(A, b)
A |
numerical matrix with |
b |
numerical vector with |
Solves (overdetermined) systems of linear equations via QR decomposition.
The solution of the system as vector.
Trefethen, L. N., and D. Bau III. (1997). Numerical Linear Algebra. SIAM, Society for Industrial and Applied Mathematics, Philadelphia.
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
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