Thank you, and thanks for writing that code! That is the perfect answer
to my question. I hope the R development team will consider expanding the
functionality of eigen() to include the option to retain only the first
few eigenvectors and/or eigenvalues. To me it seems very common in
statist
Exactly.
The syntax is intended to mimic eigs() in Matlab and Octave.
library(rARPACK)
eigs(X, 10) # If your X is of class "dsyMatrix"
eigs_sym(X, 10) # If X is of class "matrix"
Best,
Yixuan
2014-05-02 4:48 GMT-04:00 Berend Hasselman :
>
> On 02-05-2014, at 09:17, Mike Miller wrot
On 02-05-2014, at 09:17, Mike Miller wrote:
> I have a symmetric matrix, X, and I just want the first K eigenvectors (those
> associated with the K largest eigenvalues). Clearly, this works:
>
> eigs <- eigen( X, symmetric=TRUE )
>
> K_eigenvectors <- eigs$vectors[ , 1:K ]
> K_eigenvalues <-
I have a symmetric matrix, X, and I just want the first K eigenvectors
(those associated with the K largest eigenvalues). Clearly, this works:
eigs <- eigen( X, symmetric=TRUE )
K_eigenvectors <- eigs$vectors[ , 1:K ]
K_eigenvalues <- eigs$values[ 1:K ]
rm(eigs)
In order to do that, I have t
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