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>.
Version: |
1.0 |
Depends: |
MASS |
Published: |
2018-08-31 |
Author: |
Kean Ming Tan |
Maintainer: |
Kean Ming Tan <ktan at umn.edu> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
CRAN checks: |
rifle results |
Documentation:
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