[R] Computing generalized eigenvalues

[Huntsinger, Reid]

If you mean singular values, look at svd(). Otherwise you may need to
explain; a "generalized eigenvector" does have an honest eigenvalue attached
to it, so I'm guessing you mean something else.

Reid Huntsinger

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Joshua Gilbert
Sent: Thursday, June 16, 2005 2:45 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Computing generalized eigenvalues


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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