RSpectra: Solvers for Large Scale Eigenvalue and SVD Problems

R interface to the 'Spectra' library <http://yixuan.cos.name/spectra/> for large scale eigenvalue and SVD problems. It is typically used to compute a few eigenvalues/vectors of an n by n matrix, e.g., the k largest eigenvalues, which is usually more efficient than eigen() if k << n. This package provides the 'eigs()' function which does the similar job as in 'Matlab', 'Octave', 'Python SciPy' and 'Julia'. It also provides the 'svds()' function to calculate the largest k singular values and corresponding singular vectors of a real matrix. Matrices can be given in either dense or sparse form.

Author
Yixuan Qiu [aut, cre], Jiali Mei [aut] (Function interface of matrix operation), Gael Guennebaud [ctb] (Eigenvalue solvers from the 'Eigen' library), Jitse Niesen [ctb] (Eigenvalue solvers from the 'Eigen' library)
Date of publication
2016-06-12 09:41:05
Maintainer
Yixuan Qiu <yixuan.qiu@cos.name>
License
MPL (>= 2)
Version
0.12-0
URLs

View on CRAN

Man pages

eigs
Find a Specified Number of Eigenvalues/vectors for Square...
svds
Find the Largest k Singular Values/Vectors of a Matrix

Files in this package

RSpectra
RSpectra/inst
RSpectra/inst/examples
RSpectra/inst/examples/eigs.R
RSpectra/inst/examples/svds.R
RSpectra/inst/NEWS.Rd
RSpectra/inst/doc
RSpectra/inst/doc/introduction.R
RSpectra/inst/doc/introduction.html
RSpectra/inst/doc/introduction.Rmd
RSpectra/inst/include
RSpectra/inst/include/GenEigs.h
RSpectra/inst/include/Spectra
RSpectra/inst/include/Spectra/GenEigsSolver.h
RSpectra/inst/include/Spectra/SymEigsSolver.h
RSpectra/inst/include/Spectra/LinAlg
RSpectra/inst/include/Spectra/LinAlg/DoubleShiftQR.h
RSpectra/inst/include/Spectra/LinAlg/TridiagEigen.h
RSpectra/inst/include/Spectra/LinAlg/UpperHessenbergEigen.h
RSpectra/inst/include/Spectra/LinAlg/UpperHessenbergQR.h
RSpectra/inst/include/Spectra/SelectionRule.h
RSpectra/inst/include/Spectra/MatOp
RSpectra/inst/include/Spectra/MatOp/DenseSymShiftSolve.h
RSpectra/inst/include/Spectra/MatOp/DenseGenMatProd.h
RSpectra/inst/include/Spectra/MatOp/DenseGenComplexShiftSolve.h
RSpectra/inst/include/Spectra/MatOp/DenseSymMatProd.h
RSpectra/inst/include/Spectra/MatOp/SparseGenMatProd.h
RSpectra/inst/include/Spectra/MatOp/DenseGenRealShiftSolve.h
RSpectra/inst/include/Spectra/SimpleRandom.h
RSpectra/inst/include/Spectra/CompInfo.h
RSpectra/inst/include/SymEigs.h
RSpectra/inst/include/RMatOp.h
RSpectra/inst/include/SpectraC.h
RSpectra/inst/include/RMatOp
RSpectra/inst/include/RMatOp/ComplexShift_sparseMatrix.h
RSpectra/inst/include/RMatOp/MatProd_matrix.h
RSpectra/inst/include/RMatOp/RealShift_sym_dgeMatrix.h
RSpectra/inst/include/RMatOp/RealShift_dgeMatrix.h
RSpectra/inst/include/RMatOp/MatProd_dsyMatrix.h
RSpectra/inst/include/RMatOp/RealShift_sym_sparseMatrix.h
RSpectra/inst/include/RMatOp/RealShift_matrix.h
RSpectra/inst/include/RMatOp/RealShift_sparseMatrix.h
RSpectra/inst/include/RMatOp/MatProd_sym_sparseMatrix.h
RSpectra/inst/include/RMatOp/MatProd_sparseMatrix.h
RSpectra/inst/include/RMatOp/RealShift_sym_matrix.h
RSpectra/inst/include/RMatOp/RealShift.h
RSpectra/inst/include/RMatOp/MatProd_dgeMatrix.h
RSpectra/inst/include/RMatOp/ComplexShift_dgeMatrix.h
RSpectra/inst/include/RMatOp/ComplexShift.h
RSpectra/inst/include/RMatOp/RealShift_dsyMatrix.h
RSpectra/inst/include/RMatOp/MatProd_sym_dgeMatrix.h
RSpectra/inst/include/RMatOp/SVDOp.h
RSpectra/inst/include/RMatOp/MatProd.h
RSpectra/inst/include/RMatOp/MatProd_function.h
RSpectra/inst/include/RMatOp/MatProd_sym_matrix.h
RSpectra/inst/include/RMatOp/ComplexShift_matrix.h
RSpectra/src
RSpectra/src/Makevars
RSpectra/src/matops_c.h
RSpectra/src/eigs_sym.cpp
RSpectra/src/matops.h
RSpectra/src/matops.cpp
RSpectra/src/register_routines.c
RSpectra/src/Makevars.win
RSpectra/src/svds.cpp
RSpectra/src/eigs_gen.cpp
RSpectra/NAMESPACE
RSpectra/R
RSpectra/R/00_eigs.R
RSpectra/R/30_svds.R
RSpectra/R/40_svds_real_gen.R
RSpectra/R/20_eigs_real_sym.R
RSpectra/R/50_svds_real_sym.R
RSpectra/R/10_eigs_real_gen.R
RSpectra/R/zzz.R
RSpectra/vignettes
RSpectra/vignettes/style.css
RSpectra/vignettes/introduction.Rmd
RSpectra/README.md
RSpectra/MD5
RSpectra/build
RSpectra/build/vignette.rds
RSpectra/DESCRIPTION
RSpectra/man
RSpectra/man/svds.Rd
RSpectra/man/eigs.Rd