Solving Linear Inverse Models

Functions that (1) find the minimum/maximum of a linear or quadratic function: min or max (f(x)), where f(x) = ||Ax-b||^2 or f(x) = sum(a_i*x_i) subject to equality constraints Ex=f and/or inequality constraints Gx>=h, (2) sample an underdetermined- or overdetermined system Ex=f subject to Gx>=h, and if applicable Ax~=b, (3) solve a linear system Ax=B for the unknown x. It includes banded and tridiagonal linear systems.


Reference manual

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1.5.6 by Karline Soetaert, 2 years ago

Browse source code at

Authors: Karline Soetaert [aut, cre] , Karel Van den Meersche [aut] , Dick van Oevelen [aut] , Charles L. Lawson [ctb] (file inverse.f) , Richard J. Hanson [ctb] (file inverse.f) , Jack Dongarra [ctb] (files solve.f , inverse.f) , Cleve Moler [ctb] (file solve.f)

Documentation:   PDF Manual  

Task views: Optimization and Mathematical Programming

GPL license

Imports quadprog, lpSolve, MASS

Imported by BisqueRNA, EAinference, EMMAgeo, FastSF, FindIt, IntegratedMRF, MPTmultiverse, PACLasso, ScorePlus, TRMF, baseline, ccrs, cds, cta, eseis, evclust, fuzzyreg, geospt, geosptdb, gorica, hgutils, mrf, networkTomography, scMappR.

Depended on by BCE, CVEK, LIM, MLCIRTwithin, MultiLCIRT, ragtop, treedater.

Suggested by Rquefts, nlsic.

See at CRAN