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.

Install the latest version of this package by entering the following in R:
install.packages("RSpectra")
AuthorYixuan 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 publication2016-06-12 09:41:05
MaintainerYixuan Qiu <yixuan.qiu@cos.name>
LicenseMPL (>= 2)
Version0.12-0
https://github.com/yixuan/RSpectra

View on CRAN

Functions

eigs Man page
eigs.dgCMatrix Man page
eigs.dgeMatrix Man page
eigs.dgRMatrix Man page
eigs.dsyMatrix Man page
eigs.function Man page
eigs.matrix Man page
eigs_sym Man page
eigs_sym.function Man page
svds Man page
svds.dgCMatrix Man page
svds.dgeMatrix Man page
svds.dgRMatrix Man page
svds.dsyMatrix Man page
svds.function Man page
svds.matrix Man page

Files

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

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