Package

r-rspectra

Description

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.

Note