Generalized Eigenvalues and QZ Decomposition
Generalized Eigenvalues and QZ Decomposition
Small example datasets
Generalized Eigen Values
QZ Decomposition
Reordering QZ Decomposition
Generalized Eigen Analysis as in fda Package
QZ Decomposition for Complex Paired Matrices
Generalized Eigenvalues Decomposition for Complex Paired Matrices
Reordered QZ Decomposition for Complex Paired Matrices
QZ Decomposition for Real Paired Matrices
Generalized Eigenvalues Decomposition for Real Paired Matrices
Reordered QZ Decomposition for Real Paired Matrices
QZ Decomposition for a Complex Matrix
Generalized Eigenvalues Decomposition for a Complex Matrix
Reordered QZ Decomposition for a Complex Matrix
QZ Decomposition for a Real Matrix
Generalized Eigenvalues Decomposition for a Real Matrix
Reordered QZ Decomposition for a Real Matrix
Functions for Printing Objects According to Classes
Conjugate Transpose for Complex Matrix
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).