[R] R analog of Matlab "eigs" function

Balaji Srinivasan balajis at stanford.edu
Mon Apr 19 13:15:11 CEST 2004


Hi, 

I was wondering if anyone knew of an implementation of a function similar to
"eigs" in Matlab (full description here:
http://www.mathworks.com/access/helpdesk/help/techdoc/ref/eigs.html). 

This function differs from the standard "eigen" in that it computes a *few*
eigenvectors for cases in which your matrix is very large and/or you don't
need all the eigenvectors. (It uses the Arnoldi-Lanczos iterative method, as
implemented in C in ARPACK). For example, this is the case for classical
multidimensional scaling when you only need the first 2 eigenvectors. 

I feel almost certain that something like this is probably somewhere in R,
possibly even as a (hidden) subroutine within a function like cmdscale.
However, I didn't turn anything up after quite a bit of googling and
help.search(). Would appreciate any help with this. 

Thanks in advance, 

Balaji Srinivasan




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