search for: dggev

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.

Folks: I'm trying to port some code from python over to R, and I'm running into a wall finding R code that can solve a generalized eigenvalue problem following this function model: http://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.eig.html Any ideas? I don't want to call python from within R for various reasons, I'd prefer a "native" R solution if one

...rd with these solutions and integrate them into my code. I did come across geigen while rooting around in the CCA code but its not formally documented (it just says "for internal use" or something along those lines) and as you found out above, it does not produce the same solution as the dggev. It would be nice to have a more complete set of formal packages for doing LA in R (rather than having to hand-write .Fortran calls) but I'll leave that to someone with more expertise in linear algebra than me. Something that perhaps matches the SciPy set of functions (both in terms of input...