I modified the example in the helpfile slightly to test this out:
R = matrix(rnorm(9),3,3)
R.inv = solve(R)
Dmat = t(R) %*% R
dvec = c(0,5,0)
Amat = matrix(c(-4,-3,0,2,1,0,0,-2,1),3,3)
bvec = c(-8,2,0)
x1 = solve.QP(Dmat=Dmat, dvec=dvec, Amat=Amat, bvec=bvec,
factorized=FALSE)
x2 = solve.QP(Dmat=R.inv, dvec=dvec, Amat=Amat, bvec=bvec,
factorized=TRUE)
print(x1$solution)
print(x2$solution)
I would have expected that x1$solution and x2$solution were the same (or
numerically similar); however they are typically very different. Where
am I going wrong...?