rARPACK: R wrapper of ARPACK for large scale eigenvalue/vector problems, on both dense and sparse matrices

rARPACK is an R wrapper of the ARPACK library (http://www.caam.rice.edu/software/ARPACK/) to solve large scale eigenvalue/vector 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.

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