[R] Solve an ordinary or generalized eigenvalue problem in R?

[Berend Hasselman]

On 21-04-2012, at 11:40, Berend Hasselman wrote:

> 
> .....
> See this:
> 
> <start R code>
> # This works on Mac OS X
> # Change as needed for other systems
> # or compile geigen into a standalone shared object.
> 
> dyn.load(file.path(R.home("lib"),"libRlapack.dylib"))
> 

Replacing the dyn.load line with

dyn.load(file.path(R.home("modules"),"lapack.so"))

lets run geigen1.R run on Mac OS X and Ubuntu unchanged.
Hopefully this is the proper way to load Lapack as provided by R.
How to do it on Windows, I can't test.

Berend