geigen (version 2.3)

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.

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Install

install.packages('geigen')

Monthly Downloads

786

Version

2.3

License

GPL (>= 2)

Last Published

May 30th, 2019

Functions in geigen (2.3)