Run a truncated symmetric eigendecomposition

Wrapper around rARPACK::eigs_sym() that retains row names and returns eigenvalues in descending order.

RunSVD(K, eig_keep = nrow(K))

Arguments

K

A named, symmetric positive semi-definite numeric matrix.

eig_keep

Integer. Number of eigenpairs to compute. Defaults to nrow(K) (all eigenpairs).

Value

A list with components:

values

Numeric vector of eigenvalues (descending).

vectors

Matrix of eigenvectors (columns), with row names from K.

Examples

if (FALSE) {
evd <- RunSVD(P_diff)
}