r / packages / r-primme

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R interface to 'PRIMME' <https://www.cs.wm.edu/~andreas/software/>, a C library for computing a few eigenvalues and their corresponding eigenvectors of a real symmetric or complex Hermitian matrix, or generalized Hermitian eigenproblem. It can also compute singular values and vectors of a square or rectangular matrix. 'PRIMME' finds largest, smallest, or interior singular/eigenvalues and can use preconditioning to accelerate convergence. General description of the methods are provided in the papers Stathopoulos (2010, <doi:10.1145/1731022.1731031>) and Wu (2017, <doi:10.1137/16M1082214>). See 'citation("PRIMME")' for details.

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