Language Reference: SOLVE Function

SOLVE Function

SOLVE( A, B ) ;

The SOLVE function solves a system of linear equations.

The arguments to the SOLVE function are as follows:

A: is an $\text{[math]}$ nonsingular matrix.
B: is an $\text{[math]}$ matrix.

The SOLVE function solves the set of linear equations $\text{[math]}$ for $\text{[math]}$ . The matrix $\text{[math]}$ must be square and nonsingular.

The expression X = SOLVE(A,B) is mathematically equivalent to using the INV function in the expression X = INV(A)*B. However, the SOLVE function is recommended over the INV function because it is more efficient and more accurate. An example follows:

   x = solve(a,b);

The solution method used is discussed in Forsythe, Malcom, and Moler (1967).

The SOLVE function uses a criterion to determine whether the input matrix is singular. See the INV function for details.

If $\text{[math]}$ is an $\text{[math]}$ matrix, the SOLVE function temporarily allocates an $\text{[math]}$ array in addition to the memory allocated for the return matrix.