R: Examples for 'SparseM::SparseM.solve'

### ** Examples

data(lsq)
class(lsq) # -> [1] "matrix.csc.hb"

[1] "matrix.csc.hb"
attr(,"package")
[1] "SparseM"

model.matrix(lsq)->design.o
class(design.o) # -> "matrix.csr"

[1] "matrix.csr"
attr(,"package")
[1] "SparseM"

dim(design.o) # -> [1] 1850  712

[1] 1850  712

y <- model.response(lsq) # extract the rhs
length(y) # [1] 1850

[1] 1850

t(design.o) %*% design.o -> XpX
t(design.o) %*% y -> Xpy
chol(XpX) -> chol.o

b1 <- backsolve(chol.o,Xpy) # least squares solutions in two steps
b2 <- solve(XpX,Xpy)        # least squares estimates in one step
b3 <- backsolve(chol.o, forwardsolve(chol.o, Xpy),
                twice = FALSE) # in three steps
## checking that these three are indeed equal :
stopifnot(all.equal(b1, b2), all.equal(b2, b3))

Examples for 'SparseM::SparseM.solve'

Linear Equation Solving for Sparse Matrices