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.


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Reference manual

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install.packages("PRIMME")

2.2-0 by Eloy Romero, 6 days ago


https://github.com/primme/primme


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