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High-Performance Open-Source Archive

README

QZ

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

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