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eigenpairs
2013 Jan 31
1
Using eigen() for extracting only few major eigenpairs
Hi everyone,
I am using eigen() to extract the 2 major eigenpairs from a large real
square symmetric matrix. The procedure is already rather efficient, but
becomes somehow slow for real time needs with moderately large matrices
(few thousand lines).
The R implementation statically extracts all eigenvalues (and optionally
associated eigenvectors). I heard about...