RSpectra: 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.

Version: 0.16-1
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: 2022-04-24
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

Documentation:

Reference manual: RSpectra.pdf
Vignettes: Large-Scale Eigenvalue Decomposition and SVD with RSpectra

Downloads:

Package source: RSpectra_0.16-1.tar.gz
Windows binaries: r-devel: RSpectra_0.16-1.zip, r-release: RSpectra_0.16-1.zip, r-oldrel: RSpectra_0.16-1.zip
macOS binaries: r-release (arm64): RSpectra_0.16-1.tgz, r-oldrel (arm64): RSpectra_0.16-1.tgz, r-release (x86_64): RSpectra_0.16-1.tgz, r-oldrel (x86_64): RSpectra_0.16-1.tgz
Old sources: RSpectra archive

Reverse dependencies:

Reverse depends: fad, onlinePCA, RUVIIIC, SKAT, SmartSVA
Reverse imports: bcTSNE, bigstatsr, bigutilsr, blapsr, castor, causalOT, ClimMobTools, cvCovEst, ddpca, destiny, dtwclust, fastadi, fastCorrDiff, fastLaplace, fastRG, filling, funcharts, fungible, fuser, GhostKnockoff, Gmedian, greed, hmlasso, HyperG, ILoReg, knockoff, kpcalg, lfmm, locStra, LSX, maotai, markerpen, MatrixCorrelation, mina, miRNAss, missSBM, motifcluster, multiblock, NetworkDistance, OPTtesting, pcadapt, PlackettLuce, quanteda.textmodels, rags2ridges, rainette, rARPACK, Rdimtools, Rfssa, RGMM, rhype, RMLPCA, ScorePlus, scPCA, scTenifoldKnk, scTenifoldNet, SIMLR, SISIR, smartsnp, sparsegl, sparseLRMatrix, spflow, SplitKnockoff, spots, textmineR, TopicScore, ubms, umap, uSORT, veloviz, vsp, WSGeometry
Reverse linking to: autoFRK, fad, Gmedian, markerpen, RUVIIIC
Reverse suggests: bigsnpr, BiplotML, butcher, countland, dimRed, ggmix, hydra, InspectChangepoint, recipes, redist, Rssa, spaMM, spatialreg, spdep, uwot, yacca

Linking:

Please use the canonical form https://CRAN.R-project.org/package=RSpectra to link to this page.