pracma (version 1.8.8)

qrSolve: LSE Solution

Description

Systems of linear equations via QR decomposition.

Usage

qrSolve(A, b)

Arguments

A

numerical matrix with nrow(A)>=ncol(A).

b

numerical vector with length(b) == nrow(A).

Value

• The solution of the system as vector.

Details

Solves (overdetermined) systems of linear equations via QR decomposition.

References

Trefethen, L. N., and D. Bau III. (1997). Numerical Linear Algebra. SIAM, Society for Industrial and Applied Mathematics, Philadelphia.

See Also

householder

Examples

A <- matrix(c(0,-4,2, 6,-3,-2, 8,1,-1), 3, 3, byrow=TRUE)
b <- c(-2, -6, 7)
qrSolve(A, b)

##  Solve an overdetermined linear system of equations
A <- matrix(c(1:8,7,4,2,3,4,2,2), ncol=3, byrow=TRUE)
b <- rep(6, 5)
x <- qrSolve(A, b)
qr.solve(A, rep(6, 5)); x