Re: [R] solve a linear system with argument is a matrix

2009-02-15 Thread Spencer Graves
Depending on F, there may already be software to solve your system. If not, have you considered recasting the problem as minimizing the sum of squares of deviations from solutions? Then you could use 'optim' or 'nlminb' or ... . Spencer Graves andrew wrote: > Hi, > > This looks like a Lyapanov e

Re: [R] solve a linear system with argument is a matrix

2009-02-15 Thread andrew
Hi, This looks like a Lyapanov equation. It is used in control theory I think. There might be something if you search in those packages that deal with this. HTH, On Feb 16, 9:25 am, �|珊�x wrote: > Hi everyone, > > I have a question to solve linear equations with argument is a matrix. > For ex

[R] solve a linear system with argument is a matrix

2009-02-15 Thread 瑋珊謝
Hi everyone, I have a question to solve linear equations with argument is a matrix. For example, X is a q by p matrix satisfies F(X)=A and t(B)%*%X+t(X)%*%B=0, where A and B are known q by p matrices and 0 is p by p matrix with all elements are 0s. And F(.) is a known function of matrix, X. Now,