Is there an equivalent MATLAB ordschur function (documentation here ) in R?
The function reorders the Schur factorization X = U * T * U 'generated by the schur function and returns the reordered Schur matrix TS and the cumulative orthogonal transformation US such that X = US * TS * US'. I am particularly interested in the "lhp" method, also described in the MATLAB documentation documentation.
Note that in the packet matrix there is a Schur function (see CRAN documentation here ) R, which performs Schur decomposition and eigenvalues ββof the square matrix. Update: this function also returns the unitary orthogonal matrix U.
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