[SciPy-Dev] PR for ordered QZ decompositions
Skipper Seabold
jsseabold at gmail.com
Mon Mar 17 14:07:48 EDT 2014
Hi All,
There's also a PR [1] to add ordered QZ decompositions that should be ready
to merge.
scipy.linalg.ordqz
It wraps the relevant LAPACK routines and provides an ordqz function
similar to that of matlab or R. This is a very useful function for
macroeconometrics applications.
If you have comments about this PR, please speak up.
Thanks,
Skipper
[1] https://github.com/scipy/scipy/pull/3107
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