RSpectra (0.12-0)

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Solvers for Large Scale Eigenvalue and SVD Problems.

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.

Maintainer: Yixuan Qiu
Author(s): Yixuan Qiu [aut, cre], Jiali Mei [aut] (Function interface of matrix operation), Gael Guennebaud [ctb] (Eigenvalue solvers from the 'Eigen' library), Jitse Niesen [ctb] (Eigenvalue solvers from the 'Eigen' library)

License: MPL (>= 2)

Uses: Matrix, Rcpp, knitr
Reverse depends: Gmedian, onlinePCA
Reverse suggests: dimRed

Released 9 months ago.

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