On Wed, Sep 1, 2010 at 5:36 AM, Petar Milin <pmi...@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. -- Paul E. Johnson Professor, Political Science 1541 Lilac Lane, Room 504 University of Kansas ______________________________________________ R-help@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.
