Solving Ax = b Nimbly in C++
Krylov Subspace Spectral Decomposition
Spectral Decomposition
Solving Ax = b Nimbly in C++
Solve Systems of Equations Using Iterative Methods
Solve Systems of Equations Using Direct Methods
Solve Systems of Equations
Transform a Matrix to Be Sparse.
Singular Value Decomposition
Routines for solving large systems of linear equations and eigenproblems in R. Direct and iterative solvers from the Eigen C++ library are made available. Solvers include Cholesky, LU, QR, and Krylov subspace methods (Conjugate Gradient, BiCGSTAB). Dense and sparse problems are supported.