RSpectra: Solvers for Large-Scale Eigenvalue and SVD Problems

R interface to the 'Spectra' library <https://spectralib.org/> 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.

Version: 0.13-1
Depends: R (≥ 3.0.2)
Imports: Matrix (≥ 1.1-0), Rcpp (≥ 0.11.5)
LinkingTo: Rcpp, RcppEigen (≥ 0.3.2.2.0)
Suggests: knitr, rmarkdown, prettydoc
Published: 2018-05-22
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
In views: NumericalMathematics
CRAN checks: RSpectra results

Downloads:

Reference manual: RSpectra.pdf
Vignettes: Large-Scale Eigenvalue Decomposition and SVD with RSpectra
Package source: RSpectra_0.13-1.tar.gz
Windows binaries: r-devel: RSpectra_0.13-1.zip, r-release: RSpectra_0.13-1.zip, r-oldrel: RSpectra_0.13-1.zip
OS X binaries: r-release: RSpectra_0.13-1.tgz, r-oldrel: RSpectra_0.13-1.tgz
Old sources: RSpectra archive

Reverse dependencies:

Reverse depends: onlinePCA, SmartSVA
Reverse imports: bigstatsr, dtwclust, filling, fuser, Gmedian, knockoff, kpcalg, MatrixCorrelation, MFKnockoffs, miRNAss, NetworkDistance, pcadapt, quanteda, randnet, rARPACK, Rdimtools, SISIR, textmineR, umap
Reverse linking to: autoFRK, Gmedian
Reverse suggests: dimRed

Linking:

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