CODEWITHSUNDEEP
r
yeom
yeom

Reputation:

R code for finding a inverse matrix without using inbuilt function?

How can i write R code finding a inverse matrix without using inbuilt function? we can use "det" function.

Upvotes: 0

Views: 777

Answers (1)

Marc in the box
Marc in the box

Reputation: 12005

The following function will perform any exponentiation of a matrix. The code was taken from here (link). For an inverse, set the argument EXP=-1:

#The exp.mat function performs can calculate the pseudoinverse of a matrix (EXP=-1)
#and other exponents of matrices, such as square roots (EXP=0.5) or square root of 
#its inverse (EXP=-0.5). 
#The function arguments are a matrix (MAT), an exponent (EXP), and a tolerance
#level for non-zero singular values.
exp.mat<-function(MAT, EXP, tol=NULL){
 MAT <- as.matrix(MAT)
 matdim <- dim(MAT)
 if(is.null(tol)){
  tol=min(1e-7, .Machine$double.eps*max(matdim)*max(MAT))
     }
     if(matdim[1]>=matdim[2]){ 
      svd1 <- svd(MAT)
      keep <- which(svd1$d > tol)
      res <- t(svd1$u[,keep]%*%diag(svd1$d[keep]^EXP, nrow=length(keep))%*%t(svd1$v[,keep]))
     }
     if(matdim[1]<matdim[2]){ 
      svd1 <- svd(t(MAT))
      keep <- which(svd1$d > tol)
      res <- svd1$u[,keep]%*%diag(svd1$d[keep]^EXP, nrow=length(keep))%*%t(svd1$v[,keep])
 }
 return(res)
}

Also, the function solve will provide the inverse:

a <- matrix(rnorm(16), 4, 4)
exp.mat(a, -1)
#           [,1]       [,2]       [,3]        [,4]
#[1,] -0.5900474 -0.3388987  0.1144450  0.38623757
#[2,] -1.0926908 -0.8692702  0.4487108  0.11958685
#[3,]  0.5967371  0.8102801  0.2292397 -0.31654754
#[4,]  0.4634810  0.4562516 -0.7958837 -0.08637801

solve(a)
#           [,1]       [,2]       [,3]        [,4]
#[1,] -0.5900474 -0.3388987  0.1144450  0.38623757
#[2,] -1.0926908 -0.8692702  0.4487108  0.11958685
#[3,]  0.5967371  0.8102801  0.2292397 -0.31654754
#[4,]  0.4634810  0.4562516 -0.7958837 -0.08637801

Upvotes: 3

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