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 3.4.2. or later).


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install.packages("QZ")

0.2-1 by Wei-Chen Chen, 5 months ago


Browse source code at https://github.com/cran/QZ


Authors: Wei-Chen Chen [aut, cre] , LAPACK authors [aut, cph]


Documentation:   PDF Manual  


Task views: Numerical Mathematics


Mozilla Public License 2.0 license


Depends on methods, Matrix

Suggests fda


See at CRAN