PRIMME (2.2-0)

Eigenvalues and Singular Values and Vectors from Large Matrices.

https://github.com/primme/primme
http://cran.r-project.org/web/packages/PRIMME

R interface to PRIMME, a C library for computing a few eigenvalues and their corresponding eigenvectors of a real symmetric or complex Hermitian matrix. It can also compute singular values and vectors of a square or rectangular matrix. It can find largest, smallest, or interior singular/eigenvalues and can use preconditioning to accelerate convergence.

Maintainer: Eloy Romero
Author(s): Eloy Romero [aut, cre], Andreas Stathopoulos [aut], College of William & Mary [cph]

License: GPL-3

Uses: Rcpp, Matrix

Released 5 months ago.