Inverse of matrix in R

Question

I was wondering what is your recommended way to compute the inverse of a matrix   The ways I found seem not satisfactory  For example     gt  c rbind c 1  -1 4   c -1 4  1      gt  c           1     2     1    1 00 -0 25    2   -0 25  1 00    gt  inv c    Error  could not find function  inv     gt  solve c                  1         2     1   1 0666667 0 2666667    2   0 2666667 1 0666667    gt  solve c  c                 1           2     1    1 06666667 -0 06666667    2   -0 06666667  1 06666667    gt  qr solve c  c                 1           2     1    1 06666667 -0 06666667    2   -0 06666667  1 06666667     Thanks

User · Answer

You can use the function ginv    Moore-Penrose generalized inverse  in the MASS package

User · Answer

Note that if you care about speed and do not need to worry about singularities  solve   should be preferred to ginv   because it is much faster  as you can check   require MASS  mat  lt - matrix rnorm 1e6  nrow 1e3 ncol 1e3   t0  lt - proc time   inv0  lt - ginv mat  proc time   - t0   t1  lt - proc time   inv1  lt - solve mat  proc time   - t1

User · Answer

solve c  does give the correct inverse  The issue with your code is that you are using the wrong operator for matrix multiplication  You should use solve c      c to invoke matrix multiplication in R    R performs element by element multiplication when you invoke solve c    c

[r] Inverse of matrix in R

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