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coeff
2006 Jan 12
0
bug in qr.coef() and (therefore) in qr.solve (PR#8476)
...:p]
and the similar line in the LAPACK section of the qr.coef() code. As far as I can see, this line should read
coef <- .Call("qr_coef_cmplx", qr, y, PACKAGE = "base")[qr$pivot,]
With this change, qr.coef() gives correct results for my examples. In the examples, the qr.coeffCS() function is my version of qr.coef, with the two lines
in question changed as above (and no other modifications).
Examples:
> A <- matrix(rnorm(9),3,3)
> B <- matrix(rnorm(9),3,3)
> solve(A+1i*B,A+1i*B)
[,1] [,2] [,3]
[1,] 1.000...