[R] Matrix Equation Help?

[Sundar Dorai-Raj]

See also ?ginv in package MASS.

Spencer Graves wrote:
> If n>>m, then solve does not work.  Consider:
> 
>  > A <- array(1:6, dim=c(2,3))
>  > B <- array(1:4, dim=c(2,2))
>  > solve(A, B)
> Error in solve.default(A, B) : singular matrix `a' in solve
> 
> In this case, we have 6 = 3 x 2 unknowns but only 4 equations.
> 
> It raises questions about what you mean by solve.  S-Plus 2000 and 6 
> have "ginverse" that will produce an answer.  You can construct such 
> using "qr" or "svd".
> 
> However, before coding that, I will ask, what do you mean by "solve"?
> 
> hth.  spencer graves
> 
> Uwe Ligges wrote:
> 
>> 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
>>>
>>> ______________________________________________
>>> R-help at stat.math.ethz.ch mailing list
>>> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
>>
>>
>>
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> 
> 
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