sparse.matrixfree: Make 'matrix-free' object from (sparse) Matrix

In tslumley/bigQF: Quadratic Forms in Large Matrices

Description

Packages a matrix (which will typically be a sparse Matrix) for 'matrix-free' or 'implicit' stochastic SVD.

Usage

sparse.matrixfree(M)

Arguments

M	A matrix or Matrix

Value

Object of class 'matrixfree', with components

mult	Function to multiply by M
tmult	Function to multiply by t(M)
trace	trace of t(M)%*%M, needed for pQF
ncol	dimensions of M
nrow	dimensions of M

Author(s)

Thomas Lumley

See Also

pQF,link{seigen},ssvd, SKAT.matrixfree

Examples

data(sequence)
Msp<-sparse.matrixfree(sequence)
ssvd(Msp,n=10)


## this is slow, don't run it
svd(sequence,nu=0,nv=0)$d[1:10]

tslumley/bigQF documentation built on Nov. 26, 2021, 4:38 a.m.