Eigendecomposition, Singular-Values and the Power Method

For a data matrix with m rows and n columns (m>=n), the power method is used to compute, simultaneously, the eigendecomposition of a square symmetric matrix. This result is used to obtain the singular value decomposition (SVD) and the principal component analysis (PCA) results. Compared to the classical SVD method, the first r singular values can be computed.


Reference manual

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install.packages("psvd")

1.1-0 by Doulaye Dembele, 10 months ago


Browse source code at https://github.com/cran/psvd


Authors: Doulaye Dembele [aut, cre] (ORCID:


Documentation:   PDF Manual  


GPL (>= 2) license



See at CRAN