R: Solve an Upper or Lower Triangular System

backsolve {base} | R Documentation

## Solve an Upper or Lower Triangular System

### Description

Solves a system of linear equations where the coefficient matrix is upper or lower triangular.

### Usage

       backsolve(r, x, k= ncol(r), upper.tri = TRUE, transpose = FALSE)
    forwardsolve(l, x, k= ncol(l), upper.tri = FALSE, transpose = FALSE)

### Arguments

`r,l` | an upper (or lower) triangular matrix giving the coefficients for the system to be solved. Values below (above) the diagonal are ignored.
`x` | a matrix whose columns give ``right-hand sides'' for the equations.
`k` | The number of columns of `r` and rows of `x` to use.
`upper.tri` | logical; if `TRUE` (default), the upper triangular part of `r` is used. Otherwise, the lower one.
`transpose` | logical; if `TRUE`, solve r' * y = x for y, i.e., `t(r) %*% y == x`.

### Value

The solution of the triangular system. The result will be a vector if `x` is a vector and a matrix if `x` is a matrix.

### References

Dongarra, J. J., Bunch,J. R., Moler, C. B. and Stewart, G. W. (1978) LINPACK Users Guide. Philadelphia: SIAM Publications.

### See Also

`chol`, `qr`, `solve`.

### Examples

    ## upper triangular matrix `r':
    r <- rbind(c(1,2,3),
               c(0,1,1),
               c(0,0,2))
    ( y <- backsolve(r, x <- c(8,4,2)) ) # -1 3 1
    r %*% y # == x = (8,4,2)
    ( y2 <- backsolve(r, x, transpose = TRUE)) # 8 -12 -5
    all(t(r) %*% y2 == x)# exactly on Linux (Pentium)
    all(y  == backsolve(t(r), x, upper = FALSE, transpose = TRUE))
    all(y2 == backsolve(t(r), x, upper = FALSE, transpose = FALSE))

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