RSpectra: Solvers for Large Scale Eigenvalue and SVD Problems
Version 0.12-0

R interface to the 'Spectra' library 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.

Package details

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
URL https://github.com/yixuan/RSpectra
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RSpectra")

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RSpectra documentation built on May 29, 2017, 9 a.m.