Sparse Generalized Eigenvalue Problem

Implements the algorithms for solving sparse generalized eigenvalue problem by Tan, et. al. (2018). Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow. To appear in Journal of the Royal Statistical Society: Series B. .


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Reference manual

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install.packages("rifle")

1.0 by Kean Ming Tan, 6 months ago


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


Authors: Kean Ming Tan


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on MASS


See at CRAN