Incidentally, if you want to test this out:
> A
[,1] [,2] [,3]
[1,] 1457.738 1053.181 1256.953
[2,] 1053.181 1213.728 1302.838
[3,] 1256.953 1302.838 1428.269
> B
[,1] [,2] [,3]
[1,] 4806.033 1767.480 2622.744
[2,] 1767.480 3353.603 3259.680
[3,] 2622.744 3259.680 3476.790
I THINK this is correct for the other parameters:
JOBVL="N"
JOBVR="N"
N=dim(A)[[1]]
LDA=N
LDB=N
LDVL=N
LDVR=N
LWORK=max(1,8*N)
.Call("La_dgeev", JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR=NA, ALPHAI=NA,
BETA=NA,
VL=NA, LDVL, VR=NA, LDVR, WORK=NA, LWORK, INFO=NA, PACKAGE="base")
LAPACK's documentation is:
http://www.netlib.org/lapack/double/dggev.f
--j
On Fri, Apr 20, 2012 at 11:58 AM, Jonathan Greenberg <j...@illinois.edu>wrote:
> So I am a complete noob at doing this type of linking. When I write this
> statement (all the input values are assigned, but I have to confess I don't
> know what to do with the output variables -- in this call they are all
> assigned "NA"):
>
> .Call("La_dgeev", JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR=NA, ALPHAI=NA,
> BETA=NA,
> + VL=NA, LDVL, VR=NA, LDVR, WORK=NA, LWORK, INFO=NA, PACKAGE="base")
>
> I get:
>
> Error in .Call("La_dgeev", JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR = NA,
> :
> C symbol name "La_dgeev" not in DLL for package "base"
>
> I'm running this on Windows 7 x64 version of R 2.14.2. The R_ext/Lapack.h
> file states:
>
> /* DGEEV - compute for an N-by-N real nonsymmetric matrix A, the */
> /* eigenvalues and, optionally, the left and/or right eigenvectors */
> La_extern void
> F77_NAME(dgeev)(const char* jobvl, const char* jobvr,
> const int* n, double* a, const int* lda,
> double* wr, double* wi, double* vl, const int* ldvl,
> double* vr, const int* ldvr,
> double* work, const int* lwork, int* info);
>
> Any ideas?
>
> --j
>
>
>
> On Fri, Apr 20, 2012 at 1:37 AM, Berend Hasselman <b...@xs4all.nl> wrote:
>
>>
>> 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
>>
>>
>
>
> --
> Jonathan A. Greenberg, PhD
> Assistant Professor
> Department of Geography and Geographic Information Science
> University of Illinois at Urbana-Champaign
> 607 South Mathews Avenue, MC 150
> Urbana, IL 61801
> Phone: 415-763-5476
> AIM: jgrn307, MSN: jgrn...@hotmail.com, Gchat: jgrn307, Skype: jgrn3007
> http://www.geog.illinois.edu/people/JonathanGreenberg.html
>
--
Jonathan A. Greenberg, PhD
Assistant Professor
Department of Geography and Geographic Information Science
University of Illinois at Urbana-Champaign
607 South Mathews Avenue, MC 150
Urbana, IL 61801
Phone: 415-763-5476
AIM: jgrn307, MSN: jgrn...@hotmail.com, Gchat: jgrn307, Skype: jgrn3007
http://www.geog.illinois.edu/people/JonathanGreenberg.html
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