[R] complex solve?

[yudi@hermes.ucd.ie]

> Date:          Tue, 16 Feb 1999 10:05:12 +1100 (EST)
> From:          John.Peters at tip.csiro.au (John Peters)
> Subject:       [R] complex solve?
> As an electrical engineer, I am devastated to find "solve" will not find 
> the inverse of a complex matrix (using rw0632b).  Is there any workaround 
> or hope?
Yes. A complex matrix C= A+Bi  is isomorphic (w.r.t. multiplication)
 to a real matrix R defined as
      R =  A -B
              B  A
(Note the minus sign on the NE side). To solve(C) you can solve(R) and
get the appropriate sections. Ref: N.R. Goodman(1963) Ann. Math. Stat.
152-177.  
  -Yudi-

------------------------------
Yudi Pawitan: yudi at ucd.ie
Department of Statistics, UCD
Dublin 4, Ireland
Ph : 353-1-706 7641
Fax: 353-1-706 1186
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