bigalgebra

'BLAS' and 'LAPACK' Routines for Native R Matrices and 'big.matrix' Objects

Provides arithmetic functions for R matrix and 'big.matrix' objects as well as functions for QR factorization, Cholesky factorization, General eigenvalue, and Singular value decomposition (SVD). A method matrix multiplication and an arithmetic method -for matrix addition, matrix difference- allows for mixed type operation -a matrix class object and a big.matrix class object- and pure type operation for two big.matrix class objects.

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