yixuan/RSpectra: Solvers for Large Scale Eigenvalue and SVD Problems
Version 0.12-2

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.

Getting started

Package details

LicenseMPL (>= 2)
URL https://github.com/yixuan/RSpectra
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
yixuan/RSpectra documentation built on May 28, 2017, 9:41 a.m.