Displaying 2 results from an estimated 2 matches for "dsyevx".
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dsyevr
2004 Nov 05
1
fast partial spectral decompositions.
hello,
i want to compute the top k eigenvalues+eigenvectors of a (large)
real symmetric matrix. since it doesn't look like any top-level R
function does this, i'll call LAPACK from a C shlib and then
use .Call. the only LAPACK function i see to do this in
R_ext/Lapack.h is dsyevx. however, i know that in LAPACK dsyevr
can also return a partial eigendecomposition. why is dsyevr not
exported in R_ext/Lapack.h? my superficial understanding is that
dsyevr is "better" (faster? stabler?) for both complete and
partial eigenproblems than dsyevd/dsyevx, but only the comple...
2004 Nov 05
1
fast partial spectral decompositions.
hello,
i want to compute the top k eigenvalues+eigenvectors of a (large)
real symmetric matrix. since it doesn't look like any top-level R
function does this, i'll call LAPACK from a C shlib and then
use .Call. the only LAPACK function i see to do this in
R_ext/Lapack.h is dsyevx. however, i know that in LAPACK dsyevr
can also return a partial eigendecomposition. why is dsyevr not
exported in R_ext/Lapack.h? my superficial understanding is that
dsyevr is "better" (faster? stabler?) for both complete and
partial eigenproblems than dsyevd/dsyevx, but only the comple...