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node11
2005 Jun 16
2
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.