Package: rsvd 1.0.4

N. Benjamin Erichson

rsvd: Randomized Singular Value Decomposition

Low-rank matrix decompositions are fundamental tools and widely used for data analysis, dimension reduction, and data compression. Classically, highly accurate deterministic matrix algorithms are used for this task. However, the emergence of large-scale data has severely challenged our computational ability to analyze big data. The concept of randomness has been demonstrated as an effective strategy to quickly produce approximate answers to familiar problems such as the singular value decomposition (SVD). The rsvd package provides several randomized matrix algorithms such as the randomized singular value decomposition (rsvd), randomized principal component analysis (rpca), randomized robust principal component analysis (rrpca), randomized interpolative decomposition (rid), and the randomized CUR decomposition (rcur). In addition several plot functions are provided.

Authors:N. Benjamin Erichson [aut, cre]

rsvd_1.0.4.tar.gz
rsvd_1.0.4.zip(r-4.5)rsvd_1.0.4.zip(r-4.4)rsvd_1.0.4.zip(r-4.3)
rsvd_1.0.4.tgz(r-4.4-any)rsvd_1.0.4.tgz(r-4.3-any)
rsvd_1.0.4.tar.gz(r-4.5-noble)rsvd_1.0.4.tar.gz(r-4.4-noble)
rsvd_1.0.4.tgz(r-4.4-emscripten)rsvd_1.0.4.tgz(r-4.3-emscripten)
rsvd.pdf |rsvd.html
rsvd/json (API)

# Install 'rsvd' in R:
install.packages('rsvd', repos = c('https://erichson.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/erichson/rsvd/issues

Datasets:

On CRAN:

dimension-reductionmatrix-approximationpcaprincipal-component-analysisprobabilistic-algorithmsrandomized-algorithmsingular-value-decompositionsvd

10.41 score 99 stars 118 packages 348 scripts 14k downloads 10 exports 2 dependencies

Last updated 4 years agofrom:2e4ae71154. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 29 2024
R-4.5-winNOTEOct 29 2024
R-4.5-linuxNOTEOct 29 2024
R-4.4-winNOTEOct 29 2024
R-4.4-macNOTEOct 29 2024
R-4.3-winNOTEOct 29 2024
R-4.3-macNOTEOct 29 2024

Exports:ggbiplotggcorplotggindplotggscreeplotrcurridrpcarqbrrpcarsvd

Dependencies:latticeMatrix