Rdggev: Rdggev: R wrapper for LAPACK's dggev

In imad: Iteratively Re-weighted Multivariate Alteration Detection (iMAD)

Description

Computes for a pair of N-by-N real nonsymmetric matrices (A,B) the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors.

Usage

  Rdggev(A, B, JOBVL = FALSE, JOBVR = TRUE)

Arguments

A	NxN nonsymmetric matrix.
B	NxN nonsymmetric matrix.
JOBVL	Logical. Compute the left generalized eigenvectors?
JOBVR	Logical. Compute the right generalized eigenvectors?

Value

List of input/output parameters of dggev as well as a calculation of the eigenvalues (GENEIGENVALUES) (see caveats).

Note

Please see this thread for a discussion about this function: http://tolstoy.newcastle.edu.au/R/e17/help/12/04/10951.html

Author(s)

Jonathan A. Greenberg

References

http://www.netlib.org/lapack/double/dggev.f

Examples

A <- matrix(c(1457.738, 1053.181, 1256.953,
             1053.181, 1213.728, 1302.838,
             1256.953, 1302.838, 1428.269), nrow=3, byrow=TRUE)
B <- matrix(c(4806.033, 1767.480, 2622.744,
             1767.480, 3353.603, 3259.680,
             2622.744, 3259.680, 3476.790), nrow=3, byrow=TRUE)
rdggev_out <- Rdggev(A,B,JOBVL=FALSE,JOBVR=TRUE)
print("Generalized eigenvalues:")
rdggev_out$GENEIGENVALUES
print("Right eigenvectors:")
rdggev_out$VR

imad documentation built on May 2, 2019, 6:05 p.m.