solve.Hermitian(a, b, tol=0, lower=T, tune, workspace)
"Hermitian"
.
b
must equal the
dimension of
a
.
tol
is negative, no
condition estimation is done. Otherwise, the reciprocal one/infinity norm
condition estimate is computed and the solve or inverse computation is done
only if the condition estimate is greater than
tol
. By default,
tol = 0
.
NB
,
NBMIN
, and
NX
as described in
.laenv
.
"Matrix"
that is the solution
x
to the system of
equations a %*% x = scale.b * b if
b
is present and otherwise the inverse
of
a
.
Attributes include a copy of the call to
solve
, an indicator telling which
triangle of the matrix was accessed for the computations,
the optimal workspace for the underlying software,
and the one/infinity norm reciprocal condition estimate if
tol
is
nonnegative.
Based on the functions dsycon, dsytrf, dsytri, zhecon, zhetrf, zhetri from LAPACK (Anderson et al. 1994).
Anderson, E., et al. (1994). LAPACK User's Guide, 2nd edition, SIAM, Philadelphia.
n <- 5 a <- Matrix( rnorm(n*n), nrow = n, ncol = n) a[row(a) > col(a)] <- t(a)[row(a) > col(a)] # construct symmetric matrix class(a) <- Matrix.class(x) b <- rnorm(n) a %*% solve(a,b) - b # residual (solve(a) %*% b) - solve(a,b)