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 |
| CRAN checks: | RSpectra results |
| 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 Mavericks binaries: | r-release: RSpectra_0.12-0.tgz, r-oldrel: RSpectra_0.12-0.tgz |
| Old sources: | RSpectra archive |
| Reverse depends: | onlinePCA |
| Reverse imports: | Gmedian, MatrixCorrelation, rARPACK, textmineR |
| Reverse linking to: | Gmedian |
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