Thanks a lot ! I'm going to try this very soon. As the package seems general purpose (ie not dedicated to real symmetric matrices), I hope it remains more efficient than the eigen function parametrized for symmetric matrices.
Pierrick Bruneau CRP Gabriel Lippmann On Thu, Jan 31, 2013 at 2:51 PM, Mark Leeds <marklee...@gmail.com> 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>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]] >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
