parJacobi: SVD using Jacobi algorithm.

Description Usage Arguments Details Value Examples

Description

SVD using parallel Jacobi algorithm

Usage

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parJacobi(x, tol = .Machine$double.eps)

Arguments

x

a real symmetric matrix

tol

a small positive error tolerance. Default is machine tolerance

Details

Eigenvalues and eigenvectores of a real symmetric matrix using two-sided Jacobi algorithm in parallel. It needs doParallel library for parallelization.

Value

a list of two components as for base::eigen

Examples

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(V <- crossprod(matrix(1:25, 5)))
ncores <- detectCores() - 1
registerDoParallel(cores=ncores)
cl <- makeCluster(ncores)
parJacobi(V)
stopCluster(cl)

isglobal-brge/svdParallel documentation built on June 26, 2019, 9:40 p.m.