rsvd: Randomized Singular Value Decomposition

Low-rank matrix decompositions are fundamental tools and widely used for data analysis, dimension reduction, and data compression. Classically, highly accurate deterministic matrix algorithms are used for this task. However, the emergence of large-scale data has severely challenged our computational ability to analyze big data. The concept of randomness has been demonstrated as an effective strategy to quickly produce approximate answers to familiar problems such as the singular value decomposition (SVD). The rsvd package provides several randomized matrix algorithms such as the randomized singular value decomposition (rsvd), randomized principal component analysis (rpca), randomized robust principal component analysis (rrpca), randomized interpolative decomposition (rid), and the randomized CUR decomposition (rcur). In addition several plot functions are provided.

Version: 0.9
Depends: R (≥ 3.2.2)
Suggests: ggplot2
Published: 2017-12-08
Author: N. Benjamin Erichson [aut, cre]
Maintainer: N. Benjamin Erichson <erichson at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: rsvd results


Reference manual: rsvd.pdf
Package source: rsvd_0.9.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: rsvd_0.9.tgz, r-oldrel: rsvd_0.9.tgz
Old sources: rsvd archive

Reverse dependencies:

Reverse imports: sdPrior, sparsepca
Reverse suggests: stm


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