Re: [R] Computing generalized eigenvalues

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Tue 21 Jun 2005 - 01:41:13 EST

Joshua Gilbert <joshuacgilbert@gmail.com> writes:

> > > 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?
> >
> > Yes, you can: for real matrices the requisite routines are already
> > compiled into R. See DGGES or DGGEV.
> >
>
> help.search('dggev') doesn't return anything. How do I access these routines?

It's not *that* easy! You need to roll your own interface; take a look at the implementation in solve.default. You likely also need to construct the counterpart to La_dgesv.

-- 
   O__  ---- Peter Dalgaard             ุster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45) 35327907

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Received on Tue Jun 21 01:44:15 2005

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