以下是计算矩阵逆的几种方法,包括solve()
and chol2inv()
:
> A <- matrix(c(2, -1, 0, -1, 2, -1, 0, -1, 2), 3)
> solve(A)
[,1] [,2] [,3]
[1,] 0.75 0.5 0.25
[2,] 0.50 1.0 0.50
[3,] 0.25 0.5 0.75
> chol2inv(chol(A))
[,1] [,2] [,3]
[1,] 0.75 0.5 0.25
[2,] 0.50 1.0 0.50
[3,] 0.25 0.5 0.75
> library(MASS)
> ginv(A)
[,1] [,2] [,3]
[1,] 0.75 0.5 0.25
[2,] 0.50 1.0 0.50
[3,] 0.25 0.5 0.75