library(QZ, quiet = TRUE)
### https://www.nag.com/lapack-ex/node122.html
A <- exAB1$A
B <- exAB1$B
ret <- qz.zggev(A, B)
# Verify 1
(lambda <- ret$ALPHA / ret$BETA) # Unstable
diff.R <- matrix(ret$BETA, 4, 4, byrow = TRUE) * A %*% ret$V -
matrix(ret$ALPHA, 4, 4, byrow = TRUE) * B %*% ret$V
diff.L <- matrix(ret$BETA, 4, 4) * H(ret$U) %*% A -
matrix(ret$ALPHA, 4, 4) * H(ret$U) %*% B
round(diff.R)
round(diff.L)
# Verify 2
round(ret$U %*% solve(ret$U))
round(ret$V %*% solve(ret$V))
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