Appendix E. Matrix Algebra in R
Many of the functions described in this book operate on matrices. The manipulation of matrices is built deeply into the R language. Table E.1 describes operators and functions that are particularly important for solving linear algebra problems. In the following table, A and B are matrices, x and b are vectors, and k is a scalar.
Table E.1. R functions and operators for matrix algebra
Operator or Function |
Description |
---|---|
+ - * / Λ | Element-wise addition, subtraction, multiplication, division, and exponentiation, respectively. |
A %*% B | Matrix multiplication. |
A %o% B | Outer product. AB'. |
cbind(A, B, ...) | Combine matrices or vectors horizontally. |
chol(A) | Choleski factorization of A. If R <- chol(A), then chol(A) contains ... |
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