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rsvd
View on CRAN: Click
here
Download and install rsvd package within the R console
Install from CRAN:
install.packages("rsvd")
Install from Github:
library("remotes")
install_github("cran/rsvd") Install by package version:
library("remotes")
install_version("rsvd", "1.0.5") Attach the package and use:
library("rsvd")
Maintained by
N. Benjamin Erichson
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-11-13
Latest Update: 2021-04-16
Description:
Low-rank matrix decompositions are fundamental tools and widely used for data
analysis, dimension reduction, and data compression. Classically, highly accurate
deterministic matrix algorithms are used for this task. However, the emergence of
large-scale data has severely challenged our computational ability to analyze big data.
The concept of randomness has been demonstrated as an effective strategy to quickly produce
approximate answers to familiar problems such as the singular value decomposition (SVD).
The rsvd package provides several randomized matrix algorithms such as the randomized
singular value decomposition (rsvd), randomized principal component analysis (rpca),
randomized robust principal component analysis (rrpca), randomized interpolative
decomposition (rid), and the randomized CUR decomposition (rcur). In addition several plot
functions are provided.
How to cite:
N. Benjamin Erichson (2015). rsvd: Randomized Singular Value Decomposition. R package version 1.0.5, https://cran.r-project.org/web/packages/rsvd. Accessed 04 Jun. 2026.
Previous versions and publish date:
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Other R packages that rsvd depends,
imports, suggests or enhances
Complete documentation for rsvd
Functions, R codes and Examples using
the rsvd R package
Some associated functions: digits . ggbiplot . ggcorplot . ggindplot . ggscreeplot . plot.rpca . rcur . rid . rpca . rqb . rrpca . rsvd . tiger .
Some associated R codes: digits.R . ggbiplot.R . ggcorplot.R . ggindplot.R . ggscreeplot.R . plots.R . rcur.R . rid.R . rpca.R . rqb.R . rrpca.R . rsvd.R . tiger.R . wrapper_function.R . Full rsvd package functions and examples
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