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-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Christian Weiß Sent: Friday, July 30, 2010 9:32 AM To: r-help@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 Weiß -- Dr. Christian H. Weiß Fachbereich Mathematik Technische Universität Darmstadt Schlossgartenstraße 7 64289 Darmstadt -Deutschland- Tel.: +6151/16-3787 Email: we...@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 weißt, daß dein Kampf erfolglos sein wird. Es ist viel flacher, wenn du für etwas Gutes und Ideales kämpfst und nun meinst, du müsstest es auch erreichen. Sind denn Ideale zum Erreichen da? Leben wir denn, um den Tod abzuschaffen? - HERMANN HESSE ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
