[Rd] Eigenvalue calculation of sparse matrices
diedrich at math.uni-potsdam.de
Fri Mar 9 16:09:28 CET 2012
I am currently working on the calculation of eigenvalues (and -vectors)
of large matrices. Since these are mostly sparse matrices and I remember
some specific functionalities in MATLAB for sparse matrices, I started a
research how to optimize the calculation of eigenvalues of a sparse matrix.
The function eigen itself works with the LAPACK library which has no
special handling for sparse matrices, same for the EISPACK library. The
ARPACK library is capable to work with sparse matrices but I couldn't
find any useful R package using ARPACK.
The Matrix package can handle sparse matrices but has no further useful
functionalities (concerning my tasks).
Does one of you have any advice how to optimize the eigenvalue
calculation of sparse matrices in R?
Thanks in advance,
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