RSpectra (0.16-0)

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Solvers for Large-Scale Eigenvalue and SVD Problems.

R interface to the 'Spectra' library 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 that 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. The matrix to be computed on can be dense, sparse, or in the form of an operator defined by the user.

Maintainer: Yixuan Qiu
Author(s): 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)

License: MPL (>= 2)

Uses: Matrix, Rcpp, knitr, rmarkdown, prettydoc
Reverse depends: fad, Gmedian, onlinePCA, SmartSVA
Reverse suggests: butcher, dimRed, ggmix, hydra, MFKnockoffs, recipes, Rssa, spaMM, spatialreg, spdep

Released 6 months ago.

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