What solve() does?
On Sep 4, 2010, at 2:29 PM, Petar Milin wrote:
Thank you so much! This is very useful! Any thoughts about how to run Gaussian elimination?
Do some searching?
RSiteSearch("gaussian elimination", restrict = c("Rhelp10", "Rhelp08",
"Rhelp02", "functions" ) )
.... returns (among other things) a link to a John Fox post from 2005:
http://finzi.psych.upenn.edu/R/Rhelp02/archive/49950.html
David. > > Best, > PM > > On 04/09/10 20:23, Paul Johnson wrote: >> On Wed, Sep 1, 2010 at 5:36 AM, Petar Milin<pmilin at ff.uns.ac.rs> >> wrote: >> >>> Hello! >>> Can anyone explain me what solve() function does: Gaussian >>> elimination or >>> iterative, numeric solve? In addition, I would need both the >>> Gaussian >>> elimination and iterative solution for the course. Are the two >>> built in R? >>> >>> Thanks! >>> >> >>> PM >>> >> Hello, Petar: >> >> I think you are assuming that solve uses an elementary linear algebra >> "paper and pencil" procedure, but I don't think it does. In a >> digital >> computer, those things are not precise, and I think the folks here >> will even say you shouldn't use solve to get an inverse, but I can't >> remember all of the details. >> >> To see how solve works ... >> >> Let me show you a trick I just learned. Read >> >> ?solve >> >> notice it is a "generic method", meaning it does not actually do the >> calculations for you. Rather, there are specific implementations for >> different types of cases. To find the implementations, run >> >> methods(solve) >> >> I get: >> >> >>> methods(solve) >>> >> [1] solve.default solve.qr >> >> Then if you want to read HOW solve does what it does (which I think >> was your question), run this: >> >> >>> solve.default >>> >> or >> >> >>> solve.qr >>> >> In that code, you will see the chosen procedure depends on the linear >> algebra libraries you make available. I'm no expert on the details, >> but it appears QR decomposition is the preferred method. You can >> read >> about that online or in numerical algebra books. >> >> >> >> > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. David Winsemius, MD West Hartford, CT