Functions to compute generalized eigenvalues and eigenvectors, the generalized Schur decomposition and the generalized Singular Value Decomposition of a matrix pair, using Lapack routines.
o changed package documentation .Rd to update metadata o updated lapack routines to version 3.8.0; many Fortran routines unchanged from Lapack 3.7.0. Changes are minimal.
o clarification in documentation of geigen about when the second matrix must be positive definite. o corrected documentation of gqz; matrices need not be positive definite.
o register native routines in dll o added NeedsCompilation field to DESCRIPTION o use subroutines from Lapack 3.7.0 (no differences in actual code)
o in all files src/x*.f obsolescent Fortran character* declarations replaced o in all files src/x*.f use instead of <complex16> but Lapack routines using <complex16> have not been changed
o moved zheg* routines to separate file o updated Lapack routines to version 3.6.1 o documentation tweaks
o update to routines from Lapack 3.6.0 and use new gsvd routines o Lapack zzgsvd3 and zzgsvp3 from svn revision 1664 and 1671
o gsvd now also handles complex matrices
o documentation tweaks o gsvd does not handle complex matrices o removed CITATION and let it be auto generated (to get details correct)
o added a Generalized Singular Value Decomposition of a matrix pair o documentation tweaks
o change to titlecase in several places and update CITATION o additional comments in cmplxdiv.R about weird complex division on some systems
o replaced zgetc2 in zggesall.f with Lapack 3.5.0 version o additional tests o fix some ftnchek warning/error messages
o added function for computing generalized eigenvalues from a generalized Schur decomposition o introduced S3 classes and methods for calculating generalized eigenvalues from the generalized Schur decomposition o added Copyright field in DESCRIPTION o documentation tweaks and clarifications
o added Lapack Licence o added alpha and beta to return list of geigen() and gqz() for safe calculation of generalized eigenvalues o improved sorting eigenvalues for singular matrix B o improved calculation of eigenvalues for singular B matrix in geigen() o detailed Lapack error/informative messages o option 'R' in gqz() didn't function correctly. Corrected errors and now uses a tolerance for testing zero imaginary part.
o corrected error message in gqz() o stricter test of sorting for gqz() o modified all intermediate Fortran subroutines to have integer arguments which are transferred to character*1 variables for calling the actual Lapack subroutines since on some platforms the Fortran runtime did not accept character in routines called by R o renamed src/xdgg.f to src/xdggev.f
o initial version