R: Calculating Generalized Eigenvalues

geigen-package {geigen} | R Documentation

## Calculating Generalized Eigenvalues

### Description

The geigen package provides functions to compute the generalized eigenvalues of a pair of matrices and optionally provides the generalized eigenvectors. Both numeric and complex matrices are allowed. The package also provides a function for computing the generalized Schur decomposition of a pair of matrices, either numeric or complex. Finally the package provides a function for computing the generalized singular value decomposition for a pair of matrices, either numeric or complex. The package uses routines provided by the Lapack linear algebra package.

### Author(s)

Berend Hasselman bhh@xs4all.nl, Lapack authors

[Package geigen version 2.1 Index]