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