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

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

Package details

AuthorBerend Hasselman [cre, aut], Lapack authors [aut, cph]
MaintainerBerend Hasselman <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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geigen documentation built on May 2, 2019, 2:09 a.m.