R: LSE Solution

qrSolve {pracma} | R Documentation

## LSE Solution

### Description

Systems of linear equations via QR decomposition.

### Usage

      qrSolve(A, b)

### Arguments

`A` | numerical matrix with `nrow(A)>=ncol(A)`.
`b` | numerical vector with `length(b) == nrow(A)`.

### Details

Solves (overdetermined) systems of linear equations via QR decomposition.

### Value

The solution of the system as vector.

### References

Trefethen, L. N., and D. Bau III. (1997). Numerical Linear Algebra. SIAM, Society for Industrial and Applied Mathematics, Philadelphia.

### See Also

`householder`

### Examples

    A <- matrix(c(0,-4,2, 6,-3,-2, 8,1,-1), 3, 3, byrow=TRUE)
    b <- c(-2, -6, 7)
    qrSolve(A, b)

    ##  Solve an overdetermined linear system of equations
    A <- matrix(c(1:8,7,4,2,3,4,2,2), ncol=3, byrow=TRUE)
    b <- rep(6, 5)
    x <- qrSolve(A, b)
    qr.solve(A, rep(6, 5)); x

[Package pracma version 2.0.4 Index]