'BLAS' and 'LAPACK' Routines for Native R Matrices and 'big.matrix' Objects

Provides arithmetic functions for R matrix and 'big.matrix' objects as well as functions for QR factorization, Cholesky factorization, General eigenvalue, and Singular value decomposition (SVD). A method matrix multiplication and an arithmetic method -for matrix addition, matrix difference- allows for mixed type operation -a matrix class object and a big.matrix class object- and pure type operation for two big.matrix class objects.


Reference manual

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1.0.1 by Frederic Bertrand, a month ago

https://fbertran.github.io/bigalgebra/, https://github.com/fbertran/bigalgebra/

Report a bug at https://github.com/fbertran/bigalgebra/issues/

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

Authors: Frederic Bertrand [cre, ctb] , Michael J. Kane [aut] , Bryan Lewis [aut] , John W. Emerson [aut]

Documentation:   PDF Manual  

LGPL-3 | Apache License 2.0 license

Imports methods

Depends on bigmemory

Linking to bigmemory, BH, Rcpp

See at CRAN