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Eigendecomposition, Singular-Values and the Power Method

For a data matrix with m rows and n columns (m>=n), the power method is used to compute, simultaneously, the eigendecomposition of a square symmetric matrix. This result is used to obtain the singular value decomposition (SVD) and the principal component analysis (PCA) results. Compared to the classical SVD method, the first r singular values can be computed.

Versions across snapshots

VersionRepositoryFileSize
1.1-0 rolling linux/jammy R-4.5 psvd_1.1-0.tar.gz 32.2 KiB
1.1-0 rolling linux/noble R-4.5 psvd_1.1-0.tar.gz 32.1 KiB
1.1-0 rolling source/ R- psvd_1.1-0.tar.gz 6.1 KiB
1.1-0 latest linux/jammy R-4.5 psvd_1.1-0.tar.gz 32.2 KiB
1.1-0 latest linux/noble R-4.5 psvd_1.1-0.tar.gz 32.1 KiB
1.1-0 latest source/ R- psvd_1.1-0.tar.gz 6.1 KiB
1.1-0 2026-04-26 source/ R- psvd_1.1-0.tar.gz 6.1 KiB
1.1-0 2026-04-23 source/ R- psvd_1.1-0.tar.gz 6.1 KiB
1.1-0 2026-04-09 windows/windows R-4.5 psvd_1.1-0.zip 38.5 KiB
0.1-0 2025-04-20 source/ R- psvd_0.1-0.tar.gz 6.0 KiB