PRIMME
Eigenvalues and Singular Values and Vectors from Large Matrices
Eloy Romero, Andreas Stathopoulos, Lingfei Wu
Last update: 9 January 2024
Software version identifier: 3.2-3, 3.2-4, 2.1-0, 2.2-0, 3.0-0, 3.1-1, 3.1-2, 3.1-3, 3.1-4, 3.2-1, 3.2-2, 3.2-3, 3.2-5, 3.2-6
Copyright license: GNU General Public License, version 3.0
R interface to 'PRIMME' <https://www.cs.wm.edu/~andreas/software/>, a C library for computing a few eigenvalues and their corresponding eigenvectors of a real symmetric or complex Hermitian matrix, or generalized Hermitian eigenproblem. It can also compute singular values and vectors of a square or rectangular matrix. 'PRIMME' finds largest, smallest, or interior singular/eigenvalues and can use preconditioning to accelerate convergence. General description of the methods are provided in the papers Stathopoulos (2010, <doi:10.1145/1731022.1731031>) and Wu (2017, <doi:10.1137/16M1082214>). See 'citation("PRIMME")' for details.
