megh wrote:
I am looking fpr a algo to find matrix inverse. Till time I am aware of
Gauss-Jordan Elimination procedure to find the same. Are there any other
algo. as well? What does R use to find the inverse?
There are many algorithms, depending on matrix structure and properties.
R interfaces to LINPACK and LAPACK, which are huge, so don't expect a
summary by email...
The basic matrix inverter is solve(), but for positive definite matrices
there is also chol() followed by chol2inv(), or qr() followed by
backsolve() (linear models code does this). Further methods are based on
singular value decomposition, svd(), there are sparse matrix packages,
etc., etc.
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