On 6/17/05, Prof Brian Ripley [EMAIL PROTECTED] wrote:
On Thu, 16 Jun 2005, Joshua Gilbert wrote:
I need to compute generalized eigenvalues. The eigen function in base
doesn't do it and I can't find a package that does.
They are very rarely used in statistics, so this is not surprising.
On Mon, 20 Jun 2005, Joshua Gilbert wrote:
On 6/17/05, Prof Brian Ripley [EMAIL PROTECTED] wrote:
On Thu, 16 Jun 2005, Joshua Gilbert wrote:
I need to compute generalized eigenvalues. The eigen function in base
doesn't do it and I can't find a package that does.
They are very rarely used
Joshua Gilbert [EMAIL PROTECTED] writes:
As I understand it, Lapack __can__ computer them
(http://www.netlib.org/lapack/lawn41/node111.html) and R can use
Lapack. If there is no function already, can I access Lapack from R
and use those routines directly?
Yes, you can: for real
On 20 Jun 2005 17:41:13 +0200, Peter Dalgaard [EMAIL PROTECTED] wrote:
Joshua Gilbert [EMAIL PROTECTED] writes:
As I understand it, Lapack __can__ computer them
(http://www.netlib.org/lapack/lawn41/node111.html) and R can use
Lapack. If there is no function already, can I access
On Thu, 16 Jun 2005, Joshua Gilbert wrote:
I need to compute generalized eigenvalues. The eigen function in base
doesn't do it and I can't find a package that does.
They are very rarely used in statistics, so this is not surprising.
I presume you mean solving Ax = lambda B x: if B is
Prof Brian Ripley [EMAIL PROTECTED] writes:
On Thu, 16 Jun 2005, Joshua Gilbert wrote:
I need to compute generalized eigenvalues. The eigen function in base
doesn't do it and I can't find a package that does.
They are very rarely used in statistics, so this is not surprising.
An aside,
I need to compute generalized eigenvalues. The eigen function in base
doesn't do it and I can't find a package that does.
As I understand it, Lapack __can__ computer them
(http://www.netlib.org/lapack/lawn41/node111.html) and R can use
Lapack. If there is no function already, can I access Lapack
Of Joshua Gilbert
Sent: Thursday, June 16, 2005 2:45 PM
To: r-help@stat.math.ethz.ch
Subject: [R] Computing generalized eigenvalues
I need to compute generalized eigenvalues. The eigen function in base
doesn't do it and I can't find a package that does.
As I understand it, Lapack __can__ computer
