QZ (version 0.2-3)

Generalized Eigenvalues: Generalized Eigen Values

Description

This function obtains generalized eigen values on input paired matrices (A,B) or a single matrix A.

Usage

geigen(A, B = NULL, only.values = FALSE, ...)
  qz.geigen(A, B = NULL, only.values = FALSE, ...)

Value

Returns a list from the call.

Arguments

A

a 'complex/real' matrix, dim = c(N, N).

B

a 'complex/real' matrix, dim = c(N, N).

only.values

if 'TRUE', only the eigenvalues are computed and returned, otherwise both eigenvalues and eigenvectors are returned.

...

options to qz.* functions.

Author

Wei-Chen Chen

Details

Call one of qz.zggev, qz.dggev, qz.zgeev, or qz.dgeev depending on the input arguments and types.

References

Anderson, E., et al. (1999) LAPACK User's Guide, 3rd edition, SIAM, Philadelphia.

https://en.wikipedia.org/wiki/Schur_decomposition

See Also

qz, ordqz.

Examples

library(QZ, quiet = TRUE)

### https://www.nag.com/lapack-ex/node122.html
(ret <- qz.geigen(exAB1$A, exAB1$B))

### https://www.nag.com/lapack-ex/node117.html
(ret <- qz.geigen(exAB2$A, exAB2$B))

### https://www.nag.com/lapack-ex/node92.html
(ret <- qz.geigen(exA1$A))

### https://www.nag.com/lapack-ex/node87.html
(ret <- qz.geigen(exA2$A))