There is the arpack() function in "igraph" package for computing
leading
eigenvalues, but I am not sure how well it can handle "very" large
matrices.
I have coded up an accelerated power method and have used it on dense
matrices of order 5000. It takes around 9-10 secs for the dominant
eigenvalue and corresponding eigenvector.
How very large is your matrix?
Ravi.
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On
Behalf Of Christian Wei?
Sent: Friday, July 30, 2010 9:32 AM
To: r-help at r-project.org
Subject: [R] Computation of largest eigenvalue
Hello,
I am looking for an R function to compute only the largest eigenvalue
(Perron-Frobenius eigenvalue) and its corresponding eigenvector of a
square matrix (in fact, even only of a non-negative matrix). The
function should also be able to deal with very large but sparse matrices.
Any idea?
Best regards,
Christian Wei?
--
Dr. Christian H. Wei?
Fachbereich Mathematik
Technische Universit?t Darmstadt
Schlossgartenstra?e 7
64289 Darmstadt
-Deutschland-
Tel.: +6151/16-3787
Email: weiss at mathematik.tu-darmstadt.de
Homepage:
http://www3.mathematik.tu-darmstadt.de/fileadmin/home/users/157/person/Perso
n.html
--
Dein Leben wird auch dadurch nicht flach und
dumm, wenn du wei?t, da? dein Kampf erfolglos
sein wird. Es ist viel flacher, wenn du f?r
etwas Gutes und Ideales k?mpfst und nun
meinst, du m?sstest es auch erreichen. Sind
denn Ideale zum Erreichen da? Leben wir denn,
um den Tod abzuschaffen? - HERMANN HESSE
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