System of Linear Equations Solution
Learn about the system of linear equations of matrices using R, Rcpp, Armadillo, and Eigen.
System of linear equations
A system of linear equations takes the following form:
In this equation:
- is a square coefficient matrix.
- is the vector of unknowns.
- is the RHS (right hand side) vector.
It can be solved by multiplying the inverse of matrix by RHS constant vector :
Let’s suppose, the system of linear equations is formed by two equations and two unknowns:
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