Description
Generalized Eigenvalues and QZ Decomposition.
Description
Generalized eigenvalues and eigenvectors use QZ decomposition (generalized Schur decomposition). The decomposition needs an N-by-N non-symmetric matrix A or paired matrices (A,B) with eigenvalues reordering mechanism. The decomposition functions are mainly based Fortran subroutines in complex*16 and double precision of LAPACK library (version 3.10.0 or later).
README.md
QZ
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- Author: Wei-Chen Chen
QZ is an R package providing QZ factorization for generalized eigenvalues and eigenvectors via QZ decomposition (generalized Schur decomposition). Typically, the decomposition needs an N-by-N non-symmetric matrix A or paired matrices (A,B) with eigenvalues reordering mechanism. The decomposition functions are mainly based Fortran subroutines in complex*16 and double precision of LAPACK library (version 3.4.2. or later).
QZ requires
- R version 3.6.0 or higher.
- For installing QZ, see
INSTALLfile for details. - More information about QZ can be found in the QZ vignette at
QZ/inst/doc/QZ-guide.pdf.