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yixuan / RSpectra

R Interface to the Spectra Library for Large Scale Eigenvalue and SVD Problems
http://cran.r-project.org/package=RSpectra
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generalized eigenvalues #5

Open bbuchsbaum opened 7 years ago

bbuchsbaum commented 7 years ago

I'm trying to play with some algorithms in the graph embedding literature (e.g. locality preserving projections) which need to solve the generalized eigenvalue. The Matlab 'eigs' function has this option, but I notice it's missing in RSpectra.

yixuan commented 7 years ago

I plan to add a generalized eigen solver to RSpectra in the next version. Before that a workaround is as below:

peekxc commented 5 years ago

Has anyone been able to get an example that produces similar results as computed with e.g. the geigen package?

yixuan commented 5 years ago

@peekxc Generalized eigenvalues are not yet implemented in RSpectra. i expect to add it in the next major version release (maybe 0.16-0).