Sparse Linear Algebra

Some basic linear algebra functionality for sparse matrices is provided: including Cholesky decomposition and backsolving as well as standard R subsetting and Kronecker products.


Versions of SparseM prior to 0.95 included a LICENSE file that described
some uncertainties over the licensing status of the fortran
code in src/cholesky.f.  As of 9 March 2012, original authors of cholesky.f,
Esmond Ng and Barry Peyton,  have now, very kindly,  given permission to
use cholesky.f under an open source license.  They have requested that
their code be credited via the following two publications:

   Esmond G. Ng and Barry W. Peyton, "Block sparse Cholesky algorithms
   on advanced uniprocessor computers". SIAM J. Sci. Stat. Comput.
   14  (1993), pp. 1034-1056.

   John R. Gilbert, Esmond G. Ng, and Barry W. Peyton, "An efficient
   algorithm to compute row and column counts for sparse Cholesky
   factorization". SIAM J. Matrix Anal. Appl. 15 (1994), pp. 1075-1091.

Reference manual

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install.packages("SparseM")

1.84-2 by Roger Koenker, 2 years ago


http://www.econ.uiuc.edu/~roger/research/sparse/sparse.html


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


Authors: Roger Koenker [cre, aut] , Pin Tian Ng [ctb] (Contributions to Sparse QR code) , Yousef Saad [ctb] (author of sparskit2) , Ben Shaby [ctb] (author of chol2csr) , Martin Maechler [ctb] (chol() tweaks; S4 ,


Documentation:   PDF Manual  


GPL (>= 2) license


Imports graphics, stats, utils

Depends on methods

Suggests knitr


Imported by DDD, PResiduals, RItools, RPPASPACE, baseline, bgumbel, cobs, hts, htsDegenerateR, lincom, modelfree, multipleDL, netdiffuseR, pawacc, qfa, rms, sfclust, stR, survivalsurrogate.

Depended on by LKT, RTextTools, evmix, pheno, quantreg, quantregGrowth.

Suggested by CollocInfer, LiblineaR, QR.break, R.matlab, RSSL, WeightSVM, car, e1071, fastMatMR, quantilogram, sna.

Enhanced by Matrix, Rsymphony, isotree, slam.


See at CRAN