R: Calculate Generalized Eigenvalues, the Generalized Schur...

geigen-package {geigen} | R Documentation

## Calculate Generalized Eigenvalues, the Generalized Schur Decomposition and the Generalized Singular Value Decomposition of a Matrix Pair with Lapack

### Description

Functions to compute generalized eigenvalues and eigenvectors, the generalized Schur decomposition and the generalized Singular Value Decomposition of a matrix pair, using Lapack routines.

### Details

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.

[Package geigen version 2.3 Index]