Eigenvalues and Singular Values and Vectors from Large Matrices

R interface to PRIMME, a C library for computing a few eigenvalues and their corresponding eigenvectors of a real symmetric or complex Hermitian matrix. It can also compute singular values and vectors of a square or rectangular matrix. It can find largest, smallest, or interior singular/eigenvalues and can use preconditioning to accelerate convergence.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


2.2-0 by Eloy Romero, 6 days ago


Report a bug at https://github.com/primme/primme/issues

Browse source code at https://github.com/cran/PRIMME

Authors: Eloy Romero [aut, cre], Andreas Stathopoulos [aut], College of William & Mary [cph]

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp

Suggests Matrix

Linking to Rcpp, Matrix

System requirements: A POSIX system. Currently Linux and OS X are known to work. GNU make.

See at CRAN