Generalized Eigenvalues and QZ Decomposition

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).

QZ

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• Author: Wei-Chen Chen

QZ is an R package providing QZ factorization for generalized eigenvalues and eigenvectors via QZ decomposition (generalized Schur decomposition). Typically, 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 3.4.2. or later).

QZ requires

• R version 3.6.0 or higher.
• For installing QZ, see INSTALL file for details.
• More information about QZ can be found in the QZ vignette at QZ/inst/doc/QZ-guide.pdf.