News for Package "RSpectra"

Changes in RSpectra version 0.16-2

BUG FIXES

• Fixed C++20 compiler errors, thanks to Prof. Ripley.

Changes in RSpectra version 0.16-1

BUG FIXES

• Fixed BLAS/LAPACK calls, thanks to Prof. Ripley.

Changes in RSpectra version 0.16-0

NEW FEATURES

• svds() now supports implicit centering and scaling of the matrix via the center and scale parameters in the opts argument, suggested by @robmaz (#73 of Spectra).

Changes in RSpectra version 0.15-0

NEW FEATURES

• Updated Spectra to v0.8.1.

• Added support for new matrix types dsCMatrix and dsRMatrix to handle sparse and symmetric matrices, contributed by @flying-sheep (#16).

• eigs() now detects the symmetry of dgRMatrix matrices.

BUG FIXES

• Improved the documentation about the relationship between SVD and eigen decomposition for symmetric matrices, thanks to @alexpghayes (#17).

• (Internal) Replaced the deprecated Eigen::MappedSparseMatrix class in the C++ code.

Changes in RSpectra version 0.14-0

NEW FEATURES

• Updated Spectra to v0.8.0.

• New parameter opts$initvec in eigs() and eigs_sym() to allow users supplying the initial vector for the algorithm.

Changes in RSpectra version 0.13-1

BUG FIXES

• Updated Spectra to v0.6.2 that fixes regressions in v0.6.1 on some edge cases.

Changes in RSpectra version 0.13-0

NEW FEATURES

• Using prettydoc to format vignette.

• Updated Spectra to v0.6.1 that improves numerical accuracy of eigen-solvers.

BUG FIXES

• Registered native routines per CRAN's policy.

Changes in RSpectra version 0.12-0

NEW FEATURES

• Now svds() supports user-defined implicit matrix that is specified by two functions, A and Atrans, which calculate the matrix multiplication and transpose multiplication respectively.

• Added a package vignette.

Changes in RSpectra version 0.11-0

NEW FEATURES

• New package to supersede rARPACK to avoid name confusion.

• Imported from rARPACK 0.10-0.

BUG FIXES

• Improved numerical stability.

• Fixed convergence failure for matrices that have repeated eigenvalues.

Changes in rARPACK version 0.10-0

BUG FIXES

• Updated the backend Spectra library, which fixed the compatibility with Eigen >= 3.2.6.

Changes in rARPACK version 0.9-0

BUG FIXES

• Fixed a bug that causes the algorithm not converging on some matrices.

Changes in rARPACK version 0.8-1

BUG FIXES

• Fixed a compilation problem on Solaris.

Changes in rARPACK version 0.8-0

NEW FEATURES

• The backend program is now changed from ARPACK to Spectra, which brings cleaner code and better performance.

• eigs_sym() now accepts more matrix types.

• Added a C interface for other packages to link to.

BUG FIXES

• Fixed a bug reported by xshi19 (#8).

• Fixed a performance issue reported by swajnautcz (#10).

Changes in rARPACK version 0.7-0

NEW FEATURES

• Support for implicit matrix, contributed by Jiali Mei. User can supply a function FUN rather than an explicit matrix to eigs(), and the eigenvalues/eigenvectors of this operator will be computed. FUN(x, args) must return a vector of the same length as x.

• eigs() will test the symmetry of matrix before actual computation, since symmetric matrices can guarantee real eigenvalues and eigenvectors, and the numerical result is more stable.

BUG FIXES

• C++ code of svds() is completely rewritten. Now it is more readable and easier to maintain.

• Fix a bug possibly coming from ARPACK, which sometimes gives incorrect result of complex eigenvectors.

• Avoid using a C random number generator.

Changes in rARPACK version 0.6-0

NEW FEATURES

• Add support for new matrix types: dgeMatrix and dgRMatrix.

• eigs() now allows a full Eigen Decomposition, meaning that all the eigenvalues are calculated. In this case eigs() is simply a wrapper of eigen(), and with a warning issued.

• Ditto for svds().

BUG FIXES

• Rewrite C++ code using classes and templates.

• Fix errors in checking the values of k and ncv.

Changes in rARPACK version 0.5-0

NEW FEATURES

• Add svds() function to calculate truncated SVD.

BUG FIXES

• Now sort eigenvalues in decreasing order.

• Rename eigs.sym() to eigs_sym() to avoid confusion.

• Fix a matrix out-of-bound error.

Changes in rARPACK version 0.4-0

NEW FEATURES

• Implement shift-and-invert mode for all supported eigen problems.

BUG FIXES

• Update arpack-ng to 3.1.4.

Changes in rARPACK version 0.3-0

NEW FEATURES

• Now eigs() supports real symmetric matrices.

Changes in rARPACK version 0.2-0

NEW FEATURES

• Now eigs() supports sparse real nonsymmetric matrices of the class dgCMatrix, defined in the Matrix package.

Changes in rARPACK version 0.1-0

NEW FEATURES

• Initial version. For now eigs() supports dense real nonsymmetric matrices.