RSpectra

Authors Yixuan Qiu, Jiali Mei

Last update 18 July 2024

Copyright license Mozilla Public License

Software version identifier 0.16-1, PACKAGES.rds, 0.11-0, 0.12-0, 0.13-1, 0.14-0, 0.15-0, 0.16-0, 0.16-2

Official website https://cran.r-project.org/web/packages/RSpectra/index.html

Source code repository https://github.com/cran/RSpectra

Description

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.

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