On 19-04-2012, at 20:50, Jonathan Greenberg wrote: > 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 exists. Thanks!
An old thread is here: http://tolstoy.newcastle.edu.au/R/help/05/06/6802.html R does provide eigen(). R has the Lapack routines dggev and dgges in its library. You'd have to write your own .Fortran interface to those routines. Berend ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
