> On 20 Apr 2016, at 13:22, A A via R-help <r-help@r-project.org> wrote: > > > > > I have a situation in R where I would like to find any x (if one exists) that > solves the linear system of equations Ax = b, where A is square, sparse, and > singular, and b is a vector. Here is some code that mimics my issue with a > relatively simple A and b, along with three other methods of solving this > system that I found online, two of which give me an error and one of which > succeeds on the simplified problem, but fails on my data set(attached). Is > there a solver in R that I can use in order to get x without any errors given > the structure of A? Thanks for your time. > #CODE STARTS HEREA = > as(matrix(c(1.5,-1.5,0,-1.5,2.5,-1,0,-1,1),nrow=3,ncol=3),"sparseMatrix")b = > matrix(c(-30,40,-10),nrow=3,ncol=1) > #solve for x, Error in LU.dgC(a) : cs_lu(A) failed: near-singular A (or out > of memory)solve(A,b,sparse=TRUE,tol=.Machine$double.eps) > #one x that happens to solve Ax = bx = matrix(c(-10,10,0),nrow=3,ncol=1)A %*% > x > #Error in lsfit(A, b) : only 3 cases, but 4 variableslsfit(A,b)#solves the > system, but fails belowsolve(qr(A, LAPACK=TRUE),b)#Error in qr.solve(A, b) : > singular matrix 'a' in solveqr.solve(A,b) > #matrices used in my actual problem (see attached files)A = readMM("A.txt")b > = readMM("b.txt") > #Error in as(x, "matrix")[i, , drop = drop] : subscript out of > boundssolve(qr(A, LAPACK=TRUE),b)
Your code is a mess. A singular square system of linear equations has an infinity of solutions if a solution exists at all. How that works you can find here: https://en.wikipedia.org/wiki/System_of_linear_equations in the section "Matrix solutions". For your simple example you can do it like this: library(MASS) Ag <- ginv(A) # pseudoinverse xb <- Ag %*% b # minimum norm solution Aw <- diag(nrow=nrow(Ag)) - Ag %*% A # see the Wikipedia page w <- runif(3) z <- xb + Aw %*% w A %*% z - b N <- Null(t(A)) # null space of A; see the help for Null in package MASS A %*% N A %*% (xb + 2 * N) - b For sparse systems you will have to approach this differently; I have no experience with that. Berend ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.