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: | 0.16-0 |
| Depends: | R (≥ 3.0.2) |
| Imports: | Matrix (≥ 1.1-0), Rcpp (≥ 0.11.5) |
| LinkingTo: | Rcpp, RcppEigen (≥ 0.3.3.3.0) |
| Suggests: | knitr, rmarkdown, prettydoc |
| Published: | 2019-12-01 |
| 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 |
| Reference manual: | RSpectra.pdf |
| Vignettes: |
Large-Scale Eigenvalue Decomposition and SVD with RSpectra |
| Package source: | RSpectra_0.16-0.tar.gz |
| Windows binaries: | r-devel: RSpectra_0.16-0.zip, r-release: RSpectra_0.16-0.zip, r-oldrel: RSpectra_0.16-0.zip |
| macOS binaries: | r-release: RSpectra_0.16-0.tgz, r-oldrel: RSpectra_0.16-0.tgz |
| Old sources: | RSpectra archive |
| Reverse depends: | fad, onlinePCA, SmartSVA |
| Reverse imports: | bcTSNE, bigstatsr, bigutilsr, blapsr, ClimMobTools, clusterExperiment, ddpca, destiny, dtwclust, epca, filling, fungible, fuser, Gmedian, gsbm, HCD, hmlasso, knockoff, kpcalg, lefko3, lfmm, maotai, MatrixCorrelation, miRNAss, motifcluster, NetMix, NetworkDistance, NetworkReg, pcadapt, PlackettLuce, polyreg, quanteda.textmodels, rags2ridges, rainette, randnet, rARPACK, Rdimtools, ScorePlus, scTenifoldNet, SIMLR, SISIR, SuperPCA, textmineR, TopicScore, umap, uSORT, uwot |
| Reverse linking to: | autoFRK, Gmedian |
| Reverse suggests: | bigsnpr, butcher, dimRed, ggmix, hydra, recipes, Rssa, spaMM, spatialreg, spdep |
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