[R] Computing generalized eigenvalues

From: Joshua Gilbert <joshuacgilbert_at_gmail.com>
Date: Fri 17 Jun 2005 - 04:45:18 EST

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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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jun 17 04:51:06 2005

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