Re: [R] Computing generalized eigenvalues

From: Huntsinger, Reid <reid_huntsinger_at_merck.com>
Date: Fri 17 Jun 2005 - 07:00:12 EST


If you mean singular values, look at svd(). Otherwise you may need to explain; a "generalized eigenvector" does have an honest eigenvalue attached to it, so I'm guessing you mean something else.

Reid Huntsinger

-----Original Message-----
From: r-help-bounces@stat.math.ethz.ch
[mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Joshua Gilbert Sent: Thursday, June 16, 2005 2:45 PM
To: r-help@stat.math.ethz.ch
Subject: [R] Computing generalized eigenvalues

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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R-help@stat.math.ethz.ch mailing list
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 07:23:17 2005

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