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,

> c=rbind(c(1,          


        

Answer 1

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

Answer 2

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 <- matrix(rnorm(1e6),nrow=1e3,ncol=1e3)

t0 <- proc.time()
inv0 <- ginv(mat)
proc.time() - t0 

t1 <- proc.time()
inv1 <- solve(mat)
proc.time() - t1 

Answer 3

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.