On 02-05-2014, at 09:17, Mike Miller <mbmille...@gmail.com> wrote:
> I have a symmetric matrix, X, and I just want the first K eigenvectors (those
> associated with the K largest eigenvalues). Clearly, this works:
>
> eigs <- eigen( X, symmetric=TRUE )
>
> K_eigenvectors <- eigs$vectors[ , 1:K ]
> K_eigenvalues <- eigs$values[ 1:K ]
>
> rm(eigs)
>
> In order to do that, I have to create the matrix eigs$vectors which is the
> same size as X. Sometimes X has 100 million elements or more. Usually I
> want only the first 10 eigenvectors instead of all 10,000. Is there any R
> function that will allow me to extract just the few that I want? This would
> be analogous to the [V,d] = eigs(X,K) function in Octave/MATLAB.
>
You can find possibly relevant stuff with
library(sos)
findFn("eigenvalue”)
which is how I found package rARPACK, which may be exactly what you need/want.
Berend
> Best,
> Mike
>
> --
> Michael B. Miller, Ph.D.
> Minnesota Center for Twin and Family Research
> Department of Psychology
> University of Minnesota
> http://scholar.google.com/citations?user=EV_phq4AAAAJ
>
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