RSpectra

Solvers for Large-Scale Eigenvalue and SVD Problems

R interface to the 'Spectra' library <https://spectralib.org/> 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 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.

Total

185,540

Last month

13,675

Last week

3,978

Average per day

456

Daily downloads

Total downloads

Description file content

Package
RSpectra
Type
Package
Title
Solvers for Large-Scale Eigenvalue and SVD Problems
Version
0.13-1
Date
2018-05-22
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 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.
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, rmarkdown, prettydoc
LinkingTo
Rcpp, RcppEigen (>= 0.3.2.2.0)
VignetteBuilder
knitr, rmarkdown, prettydoc
RoxygenNote
6.0.1
NeedsCompilation
yes
Packaged
2018-05-22 20:55:05 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
2018-05-22 22:37:53 UTC

install.packages('RSpectra')

0.13-1

3 months 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, rmarkdown, prettydoc

Discussions