Hola!
This can be done with the CRAN package igraph, which contains (part
of) the arpack
library for computing only some eigenvalues/eigenvectors of sparse
matrices. arpack gives you the option of computing a few of the
smallest or a few of the largest eigenvalues/vectors.
You will need yourself
Hans,
thanks for the suggestion and sorry for coming so late to the thread. I
have only a little to add to Ravi's comments.
I like the idea overall. Nothing prevents you from doing this, but you
should be committed to getting it up and running and then keeping it
updated.
Yes completely d
On Fri, Mar 9, 2012 at 11:39 AM, Justin Talbot wrote:
>>
>> Isn't R much like Lisp under the covers? Afterall, it evolved from Scheme.
>> Hasn't there been a great deal of work done on optimizing Lisp over the
>> last 30 years? This suggests that instead of dropping the R/S semantics
>> and moving
>
> Isn't R much like Lisp under the covers? Afterall, it evolved from Scheme.
> Hasn't there been a great deal of work done on optimizing Lisp over the
> last 30 years? This suggests that instead of dropping the R/S semantics
> and moving to another language like Julia, the proposals of Ross Ihaka
Dear all,
I am currently working on the calculation of eigenvalues (and -vectors)
of large matrices. Since these are mostly sparse matrices and I remember
some specific functionalities in MATLAB for sparse matrices, I started a
research how to optimize the calculation of eigenvalues of a spars
>
> On 8 March 2012 at 11:06, Justin Talbot wrote:
> | I've been working on an R performance academic project for the last
> | couple years which has involved writing an interpreter for R from
> | scratch and a JIT for R vector operations.
>
> Cool. I think John mention that once or twice and I pr
