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

Skipper Seabold jsseabold@gmail....
Mon Mar 12 10:07:34 CDT 2012

On Mon, Mar 12, 2012 at 10:56 AM, Bruno André Rodrigues Coelho
<r.c.bruno.andre@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?


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.


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


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