sparseEigen
Sparse eigenvector estimator
This project provides an R package for estimating sparse eigenvectors of matrices.
Computation of Sparse Eigenvectors of a Matrix
12 stars
2 watching
10 forks
Language: R
last commit: almost 7 years ago
Linked from 1 awesome list
covariance-matrixeigenvectorspcasparse
wilsonfreitas/awesome-quantRelated projects:
| Repository | Description | Stars |
|---|---|---|
| dppalomar/covfactormodel | A package for estimating covariance matrices using factor models in financial data analysis. | 33 |
| dppalomar/sparseindextracking | A package for computing sparse portfolios of assets to track an index. | 51 |
 hiroyuki-kasai/sparsegdlibrary | A collection of unconstrained optimization algorithms for sparse modeling in MATLAB | 53 |
 sparsemat/sprs | A Rust library implementing sparse matrix data structures and linear algebra algorithms | 431 |
 james-bowman/sparse | A package implementing various sparse matrix formats for efficient linear algebra operations | 160 |
 drtimothyaldendavis/suitesparse | A collection of algorithms and data structures for working with sparse matrices in C. | 1,200 |
 ocramz/sparse-linear-algebra | Provides a platform for scientific computation in Haskell with focus on linear algebra and numerical analysis | 89 |
 irinagain/mixedcca | Software package implementing sparse canonical correlation analysis for mixed data types | 20 |
 noahgolmant/pytorch-hessian-eigenthings | An efficient library for computing the eigendecomposition of Hessian matrices in PyTorch models. | 367 |
 dlaptev/robustpca | A Matlab implementation of Robust Principal Component Analysis (PCA) with an ADMM optimization method for matrix factorization. | 199 |
 px4/eigen | A C++ template library for linear algebra and numerical solvers | 609 |
 eigenteam/eigen-git-mirror | Provides a mirrored version of the Eigen linear algebra library before its official repository was moved to GitLab. | 1,791 |
 linghaosong/serpens | An accelerator design for fast sparse matrix-vector multiplication on an HBM FPGA | 9 |
 jk123vip/src_somp_matlab | MATLAB implementation of a sparse representation classifier using SOMP for hyperspectral image classification | 43 |
 pyamg/pyamg | A Python library implementing algebraic multigrid solvers for large-scale linear systems | 578 |