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.

Version: 0.12-0
Depends: R (≥ 3.0.2)
Imports: Matrix (≥ 1.1-0), Rcpp (≥ 0.11.5)
LinkingTo: Rcpp, RcppEigen (≥ 0.3.2.2.0)
Suggests: knitr
Published: 2016-06-12
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 <yixuan.qiu at cos.name>
BugReports: https://github.com/yixuan/RSpectra/issues
License: MPL (≥ 2)
URL: https://github.com/yixuan/RSpectra
NeedsCompilation: yes
Materials: README NEWS
In views: NumericalMathematics
CRAN checks: RSpectra results

Downloads:

Reference manual: RSpectra.pdf
Vignettes: Large Scale Eigenvalue Decomposition and SVD with RSpectra
Package source: RSpectra_0.12-0.tar.gz
Windows binaries: r-devel: RSpectra_0.12-0.zip, r-release: RSpectra_0.12-0.zip, r-oldrel: RSpectra_0.12-0.zip
OS X El Capitan binaries: r-release: RSpectra_0.12-0.tgz
OS X Mavericks binaries: r-oldrel: RSpectra_0.12-0.tgz
Old sources: RSpectra archive

Reverse dependencies:

Reverse depends: onlinePCA
Reverse imports: Gmedian, kpcalg, MatrixCorrelation, quanteda, rARPACK, SISIR, textmineR
Reverse linking to: Gmedian
Reverse suggests: dimRed

Linking:

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