R help - May 2014 - extracting the first few eigenvectors

I have a symmetric matrix, X, and I just want the first K eigenvectors 
(those associated with the K largest eigenvalues).  Clearly, this works:

eigs <- eigen( X, symmetric=TRUE )

K_eigenvectors <- eigs$vectors[ , 1:K ]
K_eigenvalues <- eigs$values[ 1:K ]

rm(eigs)

In order to do that, I have to create the matrix eigs$vectors which is the 
same size as X.  Sometimes X has 100 million elements or more.  Usually I 
want only the first 10 eigenvectors instead of all 10,000.  Is there any R 
function that will allow me to extract just the few that I want?  This 
would be analogous to the [V,d] = eigs(X,K) function in Octave/MATLAB.

Best,
Mike

-- 
Michael B. Miller, Ph.D.
Minnesota Center for Twin and Family Research
Department of Psychology
University of Minnesota
http://scholar.google.com/citations?user=EV_phq4AAAAJ

On 02-05-2014, at 09:17, Mike Miller <mbmiller+l at gmail.com> wrote:
> I have a symmetric matrix, X, and I just want the first K eigenvectors
(those associated with the K largest eigenvalues).  Clearly, this works:
> 
> eigs <- eigen( X, symmetric=TRUE )
> 
> K_eigenvectors <- eigs$vectors[ , 1:K ]
> K_eigenvalues <- eigs$values[ 1:K ]
> 
> rm(eigs)
> 
> In order to do that, I have to create the matrix eigs$vectors which is the
same size as X.  Sometimes X has 100 million elements or more.  Usually I want
only the first 10 eigenvectors instead of all 10,000.  Is there any R function
that will allow me to extract just the few that I want?  This would be analogous
to the [V,d] = eigs(X,K) function in Octave/MATLAB.
> 
You can find possibly relevant stuff with

library(sos)
findFn("eigenvalue?)

which is how I found package rARPACK, which may be exactly what you need/want.

Berend
> Best,
> Mike
> 
> -- 
> Michael B. Miller, Ph.D.
> Minnesota Center for Twin and Family Research
> Department of Psychology
> University of Minnesota
> http://scholar.google.com/citations?user=EV_phq4AAAAJ
> 
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