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 ]
Exactly.
The syntax is intended to mimic eigs() in Matlab and Octave.
library(rARPACK)
eigs(X, 10) # If your X is of class dsyMatrix
eigs_sym(X, 10) # If X is of class matrix
Best,
Yixuan
2014-05-02 4:48 GMT-04:00 Berend Hasselman b...@xs4all.nl:
On 02-05-2014, at 09:17, Mike
Thank you, and thanks for writing that code! That is the perfect answer
to my question. I hope the R development team will consider expanding the
functionality of eigen() to include the option to retain only the first
few eigenvectors and/or eigenvalues. To me it seems very common in
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