[R] Computing generalized eigenvalues

[Peter Dalgaard]

Joshua Gilbert <joshuacgilbert at gmail.com> writes:

> > > 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?
> > 
> > Yes, you can: for real matrices the requisite routines are already
> > compiled into R.  See DGGES or DGGEV.
> > 
> 
> help.search('dggev') doesn't return anything. How do I access these routines?

It's not *that* easy! You need to roll your own interface; take a look
at the implementation in solve.default. You likely also need to
construct the counterpart to La_dgesv.

-- 
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