r-primme 3.2-6
Channel: guix-cran
Home page: https://cran.r-project.org/package=PRIMME
Licenses: GPL 3
Synopsis: Eigenvalues and Singular Values and Vectors from Large Matrices
Description:
R interface to PRIMME <https://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.
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