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rifle

Sparse Generalized Eigenvalue Problem

Implements the algorithms for solving sparse generalized eigenvalue problem by Tan, et. al. (2018). Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow. To appear in Journal of the Royal Statistical Society: Series B. <arXiv:1604.08697>.

Versions across snapshots

VersionRepositoryFileSize
1.0 rolling source/ R- rifle_1.0.tar.gz 4.0 KiB
1.0 latest source/ R- rifle_1.0.tar.gz 4.0 KiB
1.0 2026-04-09 windows/windows R-4.5 rifle_1.0.zip 24.2 KiB

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