Re: [Rd] Eigenvalue calculation of sparse matrices

2012-03-10 Thread Kjetil Halvorsen
Hola! This can be done with the CRAN package igraph, which contains (part of) the arpack library for computing only some eigenvalues/eigenvectors of sparse matrices. arpack gives you the option of computing a few of the smallest or a few of the largest eigenvalues/vectors. You will need yourself

[Rd] Eigenvalue calculation of sparse matrices

2012-03-10 Thread Holger Diedrich
Dear all, I am currently working on the calculation of eigenvalues (and -vectors) of large matrices. Since these are mostly sparse matrices and I remember some specific functionalities in MATLAB for sparse matrices, I started a research how to optimize the calculation of eigenvalues of a spars