RSpectra

Solvers for Large Scale Eigenvalue and SVD Problems

R interface to the 'Spectra' library <http://yixuan.cos.name/spectra/> 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.

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Description file content

Package
RSpectra
Type
Package
Title
Solvers for Large Scale Eigenvalue and SVD Problems
Version
0.12-0
Date
2016-06-12
Description
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.
License
MPL (>= 2)
URL
BugReports
https://github.com/yixuan/RSpectra/issues
Depends
R (>= 3.0.2)
Imports
Matrix (>= 1.1-0), Rcpp (>= 0.11.5)
Suggests
knitr
LinkingTo
Rcpp, RcppEigen (>= 0.3.2.2.0)
VignetteBuilder
knitr
RoxygenNote
5.0.1
NeedsCompilation
yes
Packaged
2016-06-12 01:51:11 UTC; qyx
Author
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)
Maintainer
Yixuan Qiu
Repository
CRAN
Date/Publication
2016-06-12 09:41:05

install.packages('RSpectra')

0.12-0

a year ago

https://github.com/yixuan/RSpectra

Yixuan Qiu

MPL (>= 2)

Depends on

R (>= 3.0.2)

Imports

Matrix (>= 1.1-0), Rcpp (>= 0.11.5)

Suggests

knitr

Discussions