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irlba

Implicitly-restarted Lanczos methods for fast truncated singular value decomposition of sparse and dense matrices (also referred to as partial SVD). IRLBA stands for Augmented, Implicitly Restarted Lanczos Bidiagonalization Algorithm. The package provides the following functions (see help on each for details and examples).

  • irlba main partial SVD function
  • prcomp_irlba principal components function similar to the prcomp function in stats package for computing the first few principal components of large matrices
  • partial_eigen a very limited partial eigenvalue decomposition for symmetric matrices (see the RSpectra package for more comprehensive truncated eigenvalue decomposition)

Help documentation for each function includes examples. Also see the package vignette, vignette("irlba", package="irlba"), and demo, demo("custom_matrix_multiply", package="irlba").

Version 2.1.2 of the package includes a convenience prcomp-like function for computing principal components and numerous bug fixes and numerical stability improvements in edge cases.

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Install

install.packages('irlba')

Monthly Downloads

100,602

Version

2.1.2

License

GPL-3

Maintainer

B. Lewis

Last Published

September 21st, 2016

Functions in irlba (2.1.2)

prcomp_irlba

Principal Components Analysis
partial_eigen

Find a few approximate largest eigenvalues and corresponding eigenvectors of a symmetric matrix.
irlba

Find a few approximate largest singular values and corresponding singular vectors of a matrix.