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solve a system of equations

Syntax

solve(a, b, tol = 1e-7)

Arguments

a a numeric matrix containing the coefficients of the linear system.
b a numeric vector or matrix giving the right-hand side(s) of the linear system. If omitted, b is taken to be an identity matrix and solve will return the inverse of a.
tol the tolerance for detecting linear dependencies in the columns of a.

Description

This function solves the equation a %*% x = b for b, where b can be either a vector or a matrix.

See Also

backsolve, qr.solve.

Examples

hilbert <- function(n) { i <- 1:n; 1/outer(i-1,i,"+") } h8 <- hilbert(8); h8 solve(h8) # gives error: 'singular' sh8 <- solve(h8, tol=1e-10) round(sh8 %*% h8, 3)