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.
yixuan/RSpectra documentation built on May 28, 2017, 9:41 a.m.
|License||MPL (>= 2)|
|Package repository||View on GitHub|
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