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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: BioNAR, fad, onlinePCA, SKAT, SmartSVA
Reverse imports: bamm, bigstatsr, bigutilsr, blapsr, bspcov, castor, ClimMobTools, cvCovEst, ddpca, destiny, dtwclust, fase, fastadi, fastLaplace, fastRG, filling, funcharts, fungible, fuser, gasper, GhostKnockoff, Gmedian, greed, gsbm, HCD, HDMFA, HiContacts, HyperG, IALS, ILoReg, knockoff, kpcalg, lfa, lfmm, locStra, LSX, maotai, markerpen, MatrixCorrelation, mina, miRNAss, missSBM, motifcluster, multiblock, multiness, multivarious, NetworkDistance, NetworkReg, nipalsMCIA, OLCPM, OPTtesting, pcadapt, phylter, PlackettLuce, quanteda.textmodels, rags2ridges, rainette, randnet, rARPACK, Rdimtools, Rfssa, RGMM, rhype, RMLPCA, RobRegression, ScorePlus, scPCA, scTenifoldKnk, scTenifoldNet, SDPDmod, Seurat, SIMLR, SISIR, smartsnp, sparsegl, sparseLRMatrix, SpectralClMixed, SplitKnockoff, textmineR, TopicScore, treestats, ubms, umap, uSORT, uwot, veloviz, Vicus, vsp, WSGeometry
Reverse linking to: autoFRK, fad, Gmedian, markerpen, WpProj
Reverse suggests: bigsnpr, butcher, celltrackR, countland, dimRed, epca, ggmix, hydra, InspectChangepoint, nett, recipes, redist, rSPDE, Rssa, sommer, spaMM, spatialreg, spdep, yacca

Linking:

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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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