RSpectra (0.120)
Solvers for Large Scale Eigenvalue and SVD Problems.
https://github.com/yixuan/RSpectra
http://cran.rproject.org/web/packages/RSpectra
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, SmartSVA
Reverse suggests: dimRed, MFKnockoffs
Released about 1 year ago.
1 previous version
 RSpectra_0.110. Released over 1 year ago.
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