Generalized Eigenvalues {QZ}

Generalized Eigen Values

Description

This function obtains generalized eigen values on input paired matrices (A,B) or a single matrix A.

Usage

  geigen(A, B = NULL, only.values = FALSE, ...)

  qz.geigen(A, B = NULL, only.values = FALSE, ...)

Arguments

A

a 'complex/real' matrix, dim = c(N, N).

B

a 'complex/real' matrix, dim = c(N, N).

only.values

if 'TRUE', only the eigenvalues are computed and returned, otherwise both eigenvalues and eigenvectors are returned.

...

options to qz.* functions.

Details

Call one of qz.zggev, qz.dggev, qz.zgeev, or qz.dgeev depending on the input arguments and types.

Value

Returns a list from the call.

Author(s)

Wei-Chen Chen [e-mail]

References

Anderson, E., et al. (1999) LAPACK User's Guide, 3rd edition, SIAM, Philadelphia.

https://en.wikipedia.org/wiki/Schur_decomposition

See Also

qz, ordqz.

Examples

library(QZ, quiet = TRUE)

### https://www.nag.com/lapack-ex/node122.html
(ret <- qz.geigen(exAB1$A, exAB1$B))

### https://www.nag.com/lapack-ex/node117.html
(ret <- qz.geigen(exAB2$A, exAB2$B))

### https://www.nag.com/lapack-ex/node92.html
(ret <- qz.geigen(exA1$A))

### https://www.nag.com/lapack-ex/node87.html
(ret <- qz.geigen(exA2$A))