R: Limited number of eigenvalues and eigenvectors of a symmetric...

Limited number of eigenvalues and eigenvectors of a symmetric matrix {Rfast} | R Documentation

## Limited number of eigenvalues and eigenvectors of a symmetric matrix

### Description

Limited number of eigenvalues and eigenvectors of a symmetric matrix.

### Usage

    eigen.sym(A, k, vectors = TRUE)

### Arguments

`A` | A symmetric matrix.
`k` | The number of eigenvalues and eigenvectors to extract.
`vectors` | A flag that indicates if the eigenvectors will be returned (default: vectors = True)

### Details

The function calls the same function from the Armadillo library in C++. It is quite faster than R's built in function "eigen" if the number of eigenvalues and eigenvectors (argument k) is small.

The k largest, in magnitude, eigenvalues are returned. Hence, if the matrix is not positive definite you may get negative eigenvalues as well. So, it is advised to use it with positive definite matrices.

### Value

A list including:

`values` | The eigenvalues.
`vectors` | The eigenvectors.

### Author(s)

Armadillo library in C++ and Stefanos Fafalios and Manos Papadakis.

R implementation and documentation: Stefanos Fafalios <stefanosfafalios@gmail.com> and Manos Papadakis <papadakm95@gmail.com>.

### See Also

`hd.eigen`

### Examples

    ## Not run:
    x <- matrnorm(500, 100 )
    s <- Rfast::cova(x)
    res<-eigen.sym(s, 5)
    x <- s <- NULL

    ## End(Not run)

[Package Rfast version 2.0.0 Index]