rifle: Sparse Generalized Eigenvalue Problem

Implements the algorithms for solving sparse generalized eigenvalue problem by Tan, et. al. (2018). Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow. To appear in Journal of the Royal Statistical Society: Series B. <arXiv:1604.08697>.

Package details

AuthorKean Ming Tan
MaintainerKean Ming Tan <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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rifle documentation built on May 2, 2019, 2:51 p.m.