[R] Solve an ordinary or generalized eigenvalue problem in R?
Berend Hasselman
bhh at xs4all.nl
Fri Apr 20 08:37:35 CEST 2012
On 19-04-2012, at 20:50, Jonathan Greenberg wrote:
> Folks:
>
> I'm trying to port some code from python over to R, and I'm running into a
> wall finding R code that can solve a generalized eigenvalue problem
> following this function model:
>
> http://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.eig.html
>
> Any ideas? I don't want to call python from within R for various reasons,
> I'd prefer a "native" R solution if one exists. Thanks!
An old thread is here: http://tolstoy.newcastle.edu.au/R/help/05/06/6802.html
R does provide eigen().
R has the Lapack routines dggev and dgges in its library.
You'd have to write your own .Fortran interface to those routines.
Berend
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