00_QZ-package: Generalized Eigenvalues and QZ Decomposition

In snoweye/QZ: Generalized Eigenvalues and QZ Decomposition

Generalized Eigenvalues and QZ Decomposition

Description

QZ package provides generalized eigenvalues and QZ decomposition (generalized Schur form) for an N-by-N non-symmetric matrix A or paired matrices (A,B) with eigenvalues reordering mechanism. The package is mainly based complex*16 and double precision of LAPACK library (version 3.4.2.)

Details

The QZ package contains R functions for generalized eigenvalues and QZ decomposition (generalized Schur form) for an N-by-N non-symmetric matrix A or paired matrices (A,B) via two main functions, qz.geigen() and qz(). The qz() function also provides an option for eigenvalues reordering.

The QZ package is also based on a minimum set of complex*16 and double precision of LAPACK and BLAS Fortran libraries. Most functions are wrapped in C via .Call() to avoid extra memory copy and to improve performance and memory usage.

Author(s)

Wei-Chen Chen [e-mail]

References

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

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

https://www.netlib.org/lapack/

See Also

qz.geigen, qz,
qz.zgges, qz.zggev, qz.ztgsen, qz.dgges, qz.dggev, qz.dtgsen,
qz.zgees, qz.zgeev, qz.ztrsen, qz.dgees, qz.dgeev, qz.dtrsen.

Examples

## Not run: 
demo(ex1_geigen, "QZ")
demo(ex2_qz, "QZ")
demo(ex3_ordqz, "QZ")
demo(ex4_fda_geigen, "QZ")

## End(Not run)

snoweye/QZ documentation built on Sept. 12, 2023, 4:59 a.m.