PRIMME: Eigenvalues and Singular Values and Vectors from Large Matrices

R interface to PRIMME, a C library for computing a few eigenvalues and their corresponding eigenvectors of a real symmetric or complex Hermitian matrix. It can also compute singular values and vectors of a square or rectangular matrix. It can find largest, smallest, or interior singular/eigenvalues and can use preconditioning to accelerate convergence.

Getting started

Package details

AuthorEloy Romero [aut, cre], Andreas Stathopoulos [aut], College of William & Mary [cph]
MaintainerEloy Romero <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the PRIMME package in your browser

Any scripts or data that you put into this service are public.

PRIMME documentation built on Jan. 13, 2018, 1:06 a.m.