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 and corresponding orthogonal eigenvectors, which would provide a nice alternative (once I have the first 3, say, I stop the search).
Looking at the R source code for eigen and some posts on this list, it seems that the function uses a LAPACK routine, but obviously all the options are not available through the R wrapper. I'm not experienced enough to try and make my own interface with Fortran code, so here are two questions:
- is this option (choosing a desired number of eigenvectors) already implemented in some function / package that I missed?
- is the "range of indices" option in DSYEVR.f < http:// www.netlib.org/lapack/double/dsyevr.f > what I think, the indices of the desired eigenvalues ordered from the highest to lowest?
Many thanks in advance for any piece of advice, Sincerely, Baptiste dummy example if needed: test <- matrix(c(1, 2, 0, 4, 5, 6, 1.00001, 2, 0), ncol=3) eigen(test) _____________________________ Baptiste Auguié Physics Department University of Exeter Stocker Road, Exeter, Devon, EX4 4QL, UK Phone: +44 1392 264187 http://newton.ex.ac.uk/research/emag http://projects.ex.ac.uk/atto ______________________________________________ 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.
