rifle: Sparse Generalized Eigenvalue Problem

Implements the algorithms for solving sparse generalized eigenvalue problem by Tan, et. al. (2018). Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow. To appear in Journal of the Royal Statistical Society: Series B. <arXiv:1604.08697>.

Version: 1.0
Depends: MASS
Published: 2018-08-31
Author: Kean Ming Tan
Maintainer: Kean Ming Tan <ktan at umn.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: rifle results

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Reference manual: rifle.pdf
Package source: rifle_1.0.tar.gz
Windows binaries: r-devel: rifle_1.0.zip, r-release: rifle_1.0.zip, r-oldrel: rifle_1.0.zip
OS X binaries: r-release: rifle_1.0.tgz, r-oldrel: rifle_1.0.tgz

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