solve-methods {Matrix} | R Documentation

## Methods in Package Matrix for Function `solve()`

### Description

Methods for function `solve` to solve a linear system of equations, or equivalently, solve for X in

A X = B

where A is a square matrix, and X, B are matrices or vectors (which are treated as 1-column matrices), and the R syntax is

    			X <- solve(A,B)

In `solve(a,b)` in the Matrix package, `a` may also be a `MatrixFactorization` instead of directly a matrix.

### Usage

    ## S4 method for signature 'CHMfactor,ddenseMatrix'
    solve(a, b,
          system = c("A", "LDLt", "LD", "DLt", "L", "Lt", "D", "P", "Pt"), ...)

    ## S4 method for signature 'dgCMatrix,matrix'
    solve(a, b, sparse = FALSE, tol = .Machine$double.eps, ...)

      solve(a, b, ...) ## *the* two-argument version, almost always preferred to
    # solve(a)         ## the *rarely* needed one-argument version

### Arguments

`a` | a square numeric matrix, A, typically of one of the classes in Matrix. Logical matrices are coerced to corresponding numeric ones.
`b` | numeric vector or matrix (dense or sparse) as RHS of the linear system Ax = b.
`system` | only if `a` is a `CHMfactor`: character string indicating the kind of linear system to be solved, see below. Note that the default, `"A"`, does not solve the triangular system (but `"L"` does).
`sparse` | only when `a` is a `sparseMatrix`, i.e., typically a `dgCMatrix`: logical specifying if the result should be a (formally) sparse matrix.

`tol` | only used when `a` is sparse, in the `isSymmetric(a, tol=*)` test, where that applies.
`...` | potentially further arguments to the methods.

### Methods

`signature(a = "ANY", b = "ANY")`

  is simply the base package's S3 generic `solve`.

`signature(a = "CHMfactor", b = "...."), system= *`

  The `solve` methods for a `"CHMfactor"` object take an optional third argument `system` whose value can be one of the character strings `"A"`, `"LDLt"`, `"LD"`, `"DLt"`, `"L"`, `"Lt"`, `"D"`, `"P"` or `"Pt"`. This argument describes the system to be solved. The default, `"A"`, is to solve Ax = b for x where `A` is sparse, positive-definite matrix that was factored to produce `a`. Analogously, `system = "L"` returns the solution x, of Lx = b; similarly, for all system codes but `"P"` and `"Pt"` where, e.g., `x <- solve(a, b,system="P")` is equivalent to `x <- P %*% b`.

  If `b` is a `sparseMatrix`, `system` is used as above the corresponding sparse CHOLMOD algorithm is called.

`signature(a = "ddenseMatrix", b = "....")`

  (for all `b`) work via `as(a, "dgeMatrix")`, using the its methods, see below.

`signature(a = "denseLU", b = "missing")`

  basically computes uses triangular forward- and back-solve.

`signature(a = "dgCMatrix", b = "matrix")`

  , and

`signature(a = "dgCMatrix", b = "ddenseMatrix")`

  with extra argument list `( sparse = FALSE, tol = .Machine$double.eps )` : Uses the sparse `lu(a)` decomposition (which is cached in `a`'s `factor` slot). By default, `sparse=FALSE`, returns a `denseMatrix`, since U^{-1} L^{-1} B may not be sparse at all, even when L and U are.

  If `sparse=TRUE`, returns a `sparseMatrix` (which may not be very sparse at all, even if `a` was sparse).

`signature(a = "dgCMatrix", b = "dsparseMatrix")`

  , and

`signature(a = "dgCMatrix", b = "missing")`

  with extra argument list `( sparse=FALSE, tol = .Machine$double.eps )` : Checks if `a` is symmetric, and in that case, coerces it to `"symmetricMatrix"`, and then computes a sparse solution via sparse Cholesky factorization, independently of the `sparse` argument. If `a` is not symmetric, the sparse `lu` decomposition is used and the result will be sparse or dense, depending on the `sparse` argument, exactly as for the above (`b = "ddenseMatrix"`) case.

`signature(a = "dgeMatrix", b = ".....")`

  solve the system via internal LU, calling LAPACK routines `dgetri` or `dgetrs`.

`signature(a = "diagonalMatrix", b = "matrix")`

  and other `b`s: Of course this is trivially implemented, as D^{-1} is diagonal with entries 1 / D[i,i].

`signature(a = "dpoMatrix", b = "....Matrix")`

  , and

`signature(a = "dppMatrix", b = "....Matrix")`

  The Cholesky decomposition of `a` is calculated (if needed) while solving the system.

`signature(a = "dsCMatrix", b = "....")`

  All these methods first try Cholmod's Cholesky factorization; if that works, i.e., typically if `a` is positive semi-definite, it is made use of. Otherwise, the sparse LU decomposition is used as for the “general” matrices of class `"dgCMatrix"`.

`signature(a = "dspMatrix", b = "....")`

  , and

`signature(a = "dsyMatrix", b = "....")`

  all end up calling LAPACK routines `dsptri`, `dsptrs`, `dsytrs` and `dsytri`.

`signature(a = "dtCMatrix", b = "CsparseMatrix")`

  ,

`signature(a = "dtCMatrix", b = "dgeMatrix")`

  , etc sparse triangular solve, in traditional S/R also known as `backsolve`, or `forwardsolve`. `solve(a,b)` is a `sparseMatrix` if `b` is, and hence a `denseMatrix` otherwise.

`signature(a = "dtrMatrix", b = "ddenseMatrix")`

  , and

`signature(a = "dtpMatrix", b = "matrix")`

  , and similar `b`, including `"missing"`, and `"diagonalMatrix"`:

  all use LAPACK based versions of efficient triangular `backsolve`, or `forwardsolve`.

`signature(a = "Matrix", b = "diagonalMatrix")`

  works via `as(b, "CsparseMatrix")`.

`signature(a = "sparseQR", b = "ANY")`

  simply uses `qr.coef(a, b)`.

`signature(a = "pMatrix", b = ".....")`

  these methods typically use `crossprod(a,b)`, as the inverse of a permutation matrix is the same as its transpose.

`signature(a = "TsparseMatrix", b = "ANY")`

  all work via `as(a, "CsparseMatrix")`.

### See Also

`solve`, `lu`, and class documentations `CHMfactor`, `sparseLU`, and `MatrixFactorization`.

### Examples

    ## A close to symmetric example with "quite sparse" inverse:
    n1 <- 7; n2 <- 3
    dd <- data.frame(a = gl(n1,n2), b = gl(n2,1,n1*n2))# balanced 2-way
    X <- sparse.model.matrix(~ -1+ a + b, dd)# no intercept --> even sparser
    XXt <- tcrossprod(X)
    diag(XXt) <- rep(c(0,0,1,0), length.out = nrow(XXt))

    n <- nrow(ZZ <- kronecker(XXt, Diagonal(x=c(4,1))))
    image(a <- 2*Diagonal(n) + ZZ %*% Diagonal(x=c(10, rep(1, n-1))))
    isSymmetric(a) # FALSE
    image(drop0(skewpart(a)))
    image(ia0 <- solve(a)) # checker board, dense [but really, a is singular!]
    try(solve(a, sparse=TRUE))##-> error [ TODO: assertError ]
    ia. <- solve(a, sparse=TRUE, tol = 1e-19)##-> *no* error
    if(R.version$arch == "x86_64")
      ## Fails on 32-bit [Fedora 19, R 3.0.2] from Matrix 1.1-0 on [FIXME ??] only
      stopifnot(all.equal(as.matrix(ia.), as.matrix(ia0)))
    a <- a + Diagonal(n)
    iad <- solve(a)
    ias <- solve(a, sparse=TRUE)
    stopifnot(all.equal(as(ias,"denseMatrix"), iad, tolerance=1e-14))
    I. <- iad %*% a          ; image(I.)
    I0 <- drop0(zapsmall(I.)); image(I0)
    .I <- a %*% iad
    .I0 <- drop0(zapsmall(.I))
    stopifnot( all.equal(as(I0, "diagonalMatrix"), Diagonal(n)),
               all.equal(as(.I0,"diagonalMatrix"), Diagonal(n)) )

[Package Matrix version 1.2-17 Index]