On Mon, 13 Sep 2004, Gavin Simpson wrote:
> I am porting some Matlab routines to R. I am looking for the equivalent
> function in R for the Matlab function eig(), such that eig(A, B)
> <quote>produces a diagonal matrix D of generalized eigenvalues and a
> full matrix V whose columns are the corresponding eigenvectors so that
> A*V = B*V*D</quote>[1].
So they are eigenvalues/vectors of B^{-1}A provided B is invertible, as in
your example.
> More specifically, I want to find the eigenvalues and eigenvectors of
> eig(ZKZt, diag(K1)) where:
...
--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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