PRIMME: Eigenvalues and Singular Values and Vectors from Large Matrices
R interface to 'PRIMME' <http://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.
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=PRIMME
to link to this page.