hello,
i want to compute the top k eigenvalues+eigenvectors of a (large) real symmetric matrix. since it doesn't look like any top-level R function does this, i'll call LAPACK from a C shlib and then use .Call. the only LAPACK function i see to do this in R_ext/Lapack.h is dsyevx. however, i know that in LAPACK dsyevr can also return a partial eigendecomposition. why is dsyevr not exported in R_ext/Lapack.h? my superficial understanding is that dsyevr is "better" (faster? stabler?) for both complete and partial eigenproblems than dsyevd/dsyevx, but only the complete eigenproblem interface to dsyevr appears to be exported in Lapack.h (as dsyev).
corrections to misunderstandings in the above are welcome. advice on whether using dsyevr rather than dsyevx is (very) important for partial decompositions is also gratefully accepted.
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jon.
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