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.

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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

a month 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