[R] Computing generalized eigenvalues

Joshua Gilbert joshuacgilbert at gmail.com
Thu Jun 16 20:45:18 CEST 2005


I need to compute generalized eigenvalues. The eigen function in base
doesn't do it and I can't find a package that does.

As I understand it, Lapack __can__ computer them
(http://www.netlib.org/lapack/lawn41/node111.html) and R can use
Lapack. If there is no function already, can I access Lapack from R
and use those routines directly?

Thank you,
Joshua Gilbert.




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