[SciPy-Dev] [Feature Request] Generalized Schur decomposition

[Skipper Seabold]

On Mon, Mar 12, 2012 at 10:56 AM, Bruno André Rodrigues Coelho
<r.c.bruno.andre at gmail.com> wrote:
> Hi,
>
> I'm translating some matlab code into Python/Scipy and noticed that
> Scipy lacks a generalized QZ decomposition that works like in Matlab.
>
> I found an equivalent by Sven Schreiber here:
> http://econ.schreiberlin.de/schreibersoftware.html which works exactly
> like Matlab's qz function.
>
> Could this be added to scipy.linalg?
>

Hi,

I needed this as well for some macroeconometric estimators, and at the
time I had problems with the ctypes implementation listed IIRC. I
wrapped the lapack routines using f2py and you can find the standalone
code here.

http://eagle1.american.edu/~js2796a/qzordqz.tar.gz

I will try to make a pull request against scipy this week. See the
notes in the INSTALL file for a difference vs. MATLAB.

Skipper