geigen: Calculate Generalized Eigenvalues, the Generalized Schur Decomposition and the Generalized Singular Value Decomposition of a Matrix Pair with Lapack
Version 2.1

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]
Date of publication2017-08-22 07:14:01 UTC
MaintainerBerend Hasselman <[email protected]>
LicenseGPL (>= 2)
Version2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("geigen")

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geigen documentation built on Aug. 22, 2017, 9:03 a.m.