snoweye/QZ: Generalized Eigenvalues and QZ Decomposition

Generalized eigenvalues and eigenvectors use QZ decomposition (generalized Schur decomposition). The decomposition needs an N-by-N non-symmetric matrix A or paired matrices (A,B) with eigenvalues reordering mechanism. The decomposition functions are mainly based Fortran subroutines in complex*16 and double precision of LAPACK library (version 3.10.0 or later).

Package details

MaintainerWei-Chen Chen <wccsnow@gmail.com>
LicenseMozilla Public License 2.0
Version0.2-3
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("snoweye/QZ")
snoweye/QZ documentation built on Sept. 12, 2023, 4:59 a.m.