[R] Matrix Equation Help?

Uwe Ligges ligges at statistik.uni-dortmund.de
Thu Apr 24 20:11:56 CEST 2003


Feng Zhang wrote:
> Dear R-listers
> 
> Now I have a Matrix Equation to solve,
> A -- m by n matrix, where n>>m, known matrix;
> X -- n by m unknown matrix;
> B -- m by m known matrix.
> 
> So given the equation A*X=B, how to solve X?

You already mentioned it:
?solve

Uwe Ligges

> I first tried to take X = inv((A'*A))*A'. But since
> A'*A is singular, this is no way to go.
> 
> Please give me some point on this.
> Thanks
> 
> Fred
> 
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