Re: [R] highest eigenvalues of a matrix

2008-06-19 Thread baptiste Auguié
Thank you all for your interest in this. The ARPACK library looks like a very interesting option, I wish I had some experience in interfacing R with such libraries. I'll try to learn on a simple example first, and if successful I will try to adapt the igraphlib interface to provide the desi

Re: [R] highest eigenvalues of a matrix

2008-06-19 Thread Martin Maechler
> "KateM" == Katharine Mullen <[EMAIL PROTECTED]> > on Thu, 19 Jun 2008 11:50:22 +0200 (CEST) writes: KateM> On Thu, 19 Jun 2008, Simon Wood wrote: >> > >> > I happily use eigen() to compute the eigenvalues and >> eigenvectors of > a fairly large matrix (200x200, say),

Re: [R] highest eigenvalues of a matrix

2008-06-19 Thread Gabor Csardi
Baptiste, the igraph ARPACK interface is quite experimental, and igraph includes only the ARPACK files (converted to C) that it needs to calculate some graph measures on sparse graphs. Btw. the development version of igraph is a bit better in this respect, I can send you a link to the developme

Re: [R] highest eigenvalues of a matrix

2008-06-19 Thread baptiste Auguié
Dear all, Thank you for the suggestions and pointers. It looks like I'll need to do some interface with Fortran/C code. The igraph package seems to provide an interface with ARPACK, albeit not with the options I need, so it could be a good starting point. Best regards, baptiste On 19 J

Re: [R] highest eigenvalues of a matrix

2008-06-19 Thread Simon Wood
> > I happily use eigen() to compute the eigenvalues and eigenvectors of > a fairly large matrix (200x200, say), but it seems over-killed as its > rank is limited to typically 2 or 3. I sort of remember being taught > that numerical techniques can find iteratively decreasing eigenvalues > and corre

Re: [R] highest eigenvalues of a matrix

2008-06-19 Thread baptiste Auguié
ROTECTED]> wrote: From: baptiste Auguié <[EMAIL PROTECTED]> Subject: [R] highest eigenvalues of a matrix To: "R Help" <[EMAIL PROTECTED]> Received: Thursday, 19 June, 2008, 6:56 AM DeaR list, I happily use eigen() to compute the eigenvalues and eigenvectors of a fairly la

[R] highest eigenvalues of a matrix

2008-06-18 Thread baptiste Auguié
DeaR list, I happily use eigen() to compute the eigenvalues and eigenvectors of a fairly large matrix (200x200, say), but it seems over-killed as its rank is limited to typically 2 or 3. I sort of remember being taught that numerical techniques can find iteratively decreasing eigenvalues