QZ-package: Generalized Eigenvalues and QZ Decomposition
Description
QZ package provides generalized eigenvalues and QZ decomposition
(generalized Schur form) for an N-by-N non-symmetric
matrix A or paired matrices (A,B) with eigenvalues reordering
mechanism. The package is mainly based complex*16 and double
precision of LAPACK library (version 3.4.2.)
Arguments
Details
Package:
QZ
Type:
Package
License:
MPL
LazyLoad:
yes
The QZ package contains R functions for generalized eigenvalues and
QZ decomposition (generalized Schur form) for an N-by-N non-symmetric
matrix A or paired matrices (A,B) via two main functions, qz.geigen()
and qz(). The qz() function also provides an option for
eigenvalues reordering.
The QZ package is also based on a minimum set of complex*16 and double
precision of LAPACK and BLAS Fortran libraries.
Most functions are wrapped in C via .Call() to avoid
extra memory copy and to improve performance and memory usage.
References
Anderson, E., et al. (1999) LAPACK User's Guide,
3rd edition, SIAM, Philadelphia.