Thanks a lot, I'll test this package very soon.
As it seems general purpose (ie not specifically fitted to the square
symmetric context), I hope the advantage over the standard routine for
symmetric matrices remains significant.
Pierrick Bruneau
CRP Gabriel Lippmann
On Thursday, January 31, 2013, Mark Leeds wrote:
> hi: the irlba package does what you're looking for.
>
>
> On Thu, Jan 31, 2013 at 3:32 AM, Pierrick Bruneau
> <pbrun...@gmail.com<javascript:_e({}, 'cvml', 'pbrun...@gmail.com');>
> > wrote:
>
>> Hi everyone,
>>
>> I am using eigen() to extract the 2 major eigenpairs from a large real
>> square symmetric matrix. The procedure is already rather efficient, but
>> becomes somehow slow for real time needs with moderately large matrices
>> (few thousand lines).
>>
>> The R implementation statically extracts all eigenvalues (and optionally
>> associated eigenvectors). I heard about optimizations of the eigen
>> decomposition when only few eigenpairs are needed : did somebody already
>> care about this problem (through a contributed package for example) ? Or
>> do
>> I have to directly try to mess around with the LAPACK library (and
>> contribute the package myself afterwards) ?
>>
>> Thanks by advance for your help,
>> Pierrick Bruneau
>> CRP Gabriel Lippmann
>>
>> [[alternative HTML version deleted]]
>>
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>
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