Hi Michael, There are lots of options, but here is a simple one:
x <- matrix(rnorm(3000*3000), 3000) e <- eigen(x) only takes a couple minutes on my machine for a 3000 x 3000 matrix. Cheers, Josh On Wed, Apr 18, 2012 at 8:55 PM, Michael <comtech....@gmail.com> wrote: > Say a matrix of size of thousands? > > I am looking for an eigen-value decomposition algo in R to give good > eigenvalues... > > Is that a hopeful thing? > > Thank you! > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. -- Joshua Wiley Ph.D. Student, Health Psychology Programmer Analyst II, Statistical Consulting Group University of California, Los Angeles https://joshuawiley.com/ ______________________________________________ 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.
