问题
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, -1/4), c(-1/4, 1))
> c
[,1] [,2]
[1,] 1.00 -0.25
[2,] -0.25 1.00
> inv(c)
Error: could not find function "inv"
> solve(c)
[,1] [,2]
[1,] 1.0666667 0.2666667
[2,] 0.2666667 1.0666667
> solve(c)*c
[,1] [,2]
[1,] 1.06666667 -0.06666667
[2,] -0.06666667 1.06666667
> qr.solve(c)*c
[,1] [,2]
[1,] 1.06666667 -0.06666667
[2,] -0.06666667 1.06666667
Thanks!
回答1:
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.
回答2:
You can use the function ginv() (Moore-Penrose generalized inverse) in the MASS package
回答3:
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
来源：https://stackoverflow.com/questions/11995832/inverse-of-matrix-in-r