Solve a triangular linear system — solve

Solves R %*% x = B (or t(R) %*% x = B when lower = TRUE) for x, where R is a triangular matrix. Dispatches to a GPU backend when R is an amChol or adgeMatrix with a live resident key and a capable backend.

Usage

solve_triangular(R, B, lower = FALSE)

Arguments

R: An amChol, adgeMatrix, or numeric matrix holding the triangular factor. Upper triangular by default.
B: Numeric vector or matrix; the right-hand side.
lower: Logical scalar; FALSE (default) treats R as upper triangular, TRUE treats it as lower triangular.

Value

Numeric vector or matrix x satisfying R %*% x == B (or its transpose variant). Returns a vector when B is a vector or single-column matrix.

Examples

R <- chol(crossprod(matrix(rnorm(16), 4, 4)) + diag(4))
b <- rnorm(4)
x <- solve_triangular(R, b)