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Generalised Schur / QZ decomposition

  • To: mathgroup at smc.vnet.net
  • Subject: [mg19576] Generalised Schur / QZ decomposition
  • From: "ELLIS, Luci" <EllisL at rba.gov.au>
  • Date: Thu, 2 Sep 1999 00:51:55 -0400
  • Sender: owner-wri-mathgroup at wolfram.com

Hi MathGroupers,

Has anyone implemented the QZ decomposition / generalised Schur form from
LAPACK into Mathematica? Or is it already implicit in one of the built-in
functions?
The LAPACK routines are xGEGS and xTGSEN.  The ones on netlib are in
FORTRAN, which I don't really understand enough to translate.

Thanks in advance,

Luci

____________________________________________________
Luci Ellis                         ph:61-2-9551-8881
Senior Economist                   fx:61-2-9551-8833
Financial & Monetary Conditions    ellisl at rba.gov.au
Economic Analysis Department       GPO Box 3947
Reserve Bank of Australia          Sydney NSW 2001


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