R interface to the 'Spectra' library
for largescale 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 that 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. The matrix to be computed on can be
dense, sparse, or in the form of an operator defined by the user.

Maintainer  
License  MPL (>= 2) 
Version  0.131 
URL 
https://github.com/yixuan/RSpectra

Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("yixuan/RSpectra")

yixuan/RSpectra documentation built on May 23, 2018, 5:29 p.m.