Appendix D. 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 D.1 describes operators and functions that are particularly important for solving linear algebra problems. In the table, A and B are matrices, x and b are vectors, and k is a scalar.

Table D.1 Functions and operators for matrix algebra

Operator or function

Description

+ - * / ^

Element-wise addition, subtraction, multiplication, division, and exponentiation, respectively

A %*% B

Matrix multiplication

A %o% B

Outer product: AB'

cbind(A, B, ...)

Combines matrices or vectors horizontally. Returns a matrix.

chol(A)

Cholesky factorization of A

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