Solve an Upper or Lower Triangular System
Usage
backsolve(r, x, k= ncol(r), upper.tri = TRUE, transpose = FALSE)
forwardsolve(l, x, k= ncol(l), upper.tri = FALSE, transpose = FALSE)
Value
The solution of the triangular system. The result will be a
a vector if x
is a vector and a matrix if x
is a matrix.References
Dongarra, J. J., J. R. Bunch, C. B. Moler and G. W. Stewart (1978).
LINPACK Users Guide. Philadelphia: SIAM Publications.See Also
chol
,
qr
,
solve
.Examples
## upper triangular matrix 'r':
r <- rbind(c(1,2,3),
c(0,1,1),
c(0,0,2))
( y <- backsolve(r, x <- c(8,4,2)) ) # -1 3 1
r %*% y # == x = (8,4,2)
( y2 <- backsolve(r, x, transpose = TRUE)) # 8 -12 -5
all(t(r) %*% y2 == x)# exactly on Linux (Pentium)
all(y == backsolve(t(r), x, upper = FALSE, transpose = TRUE))
all(y2 == backsolve(t(r), x, upper = FALSE, transpose = FALSE))