I have a symmetric matrix, X, and I just want the first K eigenvectors
(those associated with the K largest eigenvalues). Clearly, this works:
eigs <- eigen( X, symmetric=TRUE )
K_eigenvectors <- eigs$vectors[ , 1:K ]
K_eigenvalues <- eigs$values[ 1:K ]
rm(eigs)
In order to do that, I have to create the matrix eigs$vectors which is the
same size as X. Sometimes X has 100 million elements or more. Usually I
want only the first 10 eigenvectors instead of all 10,000. Is there any R
function that will allow me to extract just the few that I want? This
would be analogous to the [V,d] = eigs(X,K) function in Octave/MATLAB.
Best,
Mike
--
Michael B. Miller, Ph.D.
Minnesota Center for Twin and Family Research
Department of Psychology
University of Minnesota
http://scholar.google.com/citations?user=EV_phq4AAAAJ
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