backsolve
Backsolve Upper or Lower Triangular Equations

Description

Solves a system of linear equations when the matrix representing the system is an upper triangular or a lower triangular.

Usage

backsolve(r, x, k = ncol(r), upper.tri = TRUE, transpose = FALSE)
forwardsolve(l, x, k = ncol(l), upper.tri = FALSE, transpose = FALSE) 

Arguments

r the square, upper triangular matrix. Missing values are not accepted.
l the square, lower triangular matrix. Missing values are not accepted.
x a vector or a matrix containing the right-hand sides to equations. The length (or number of rows if a matrix) must be the same as the number of rows of r (even if k is smaller than ncol(*)). Missing values are not accepted.
k the number of columns of r to use in solving the system. The first k columns are used. The number should be positive and not be larger than ncol(x).
upper.tri a logical flag. If TRUE (the default), the upper triangular part of the matrix r is used. If FALSE, the lower part is used.
transpose a logical flag. If TRUE, the matrix r is transposed before calculating. If FALSE (the default), the matrix is not transposed before calculating.

Details

The lower or higher triangle of r is not examined. (In particular, it does not need to be zero, but missing values are not allowed.)
forwardsolve(l, x) is a wrapper for backsolve(l, x, upper.tri=FALSE).
Value
returns a vector or a matrix like x of the solutions y to the equations r %*% y == x.
Note
You can obtain suitable r matrices from chol and qr.
See Also
chol, matrix, qr, solve.
Examples
# create an upper triangular matrix
amat <- matrix(c(1,0,0,2,4,0,3,5,8), nrow = 3)
backsolve(amat, c(9,1,8))
#[1]  8 -1  1

Package base version 6.0.0-69
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