[R] Schur decomposition?
Douglas Bates
bates at wisc.edu
Thu Oct 21 18:57:22 CEST 2004
Spencer Graves wrote:
> Does R have a function for the Schur decomposition? The
> documentation for library(Matrix) describes a function "Schur", but it
> seems to be missing from the Windows version 0.8-14 (2004-09-14) and
> 0.8-15 (2004-10-02).
> The R 2.0.0 pat documentation for "eigen" refers to
> "http://www.netlib.org/lapack/lug/lapack_lug.html", and the description
> there for eigen analysis of a non-symmetric matrix says, "This problem
> can be solved via the Schur factorization of A, defined in the real case as
> A = ZTZT,
>
> where Z is an orthogonal matrix and T is an upper quasi-triangular
> matrix with 1-by-1 and 2-by-2 diagonal blocks, the 2-by-2 blocks
> corresponding to complex conjugate pairs of eigenvalues of A."
> Thanks,
> Spencer Graves
That documentation entry was a note to myself to add the Schur
factorization to the Matrix package but I have not yet done so. If
anyone can suggest a reasonable data structure for the result, it would
be fairly easy to add the Schur decomposition.
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