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rsvd  

Randomized Singular Value Decomposition
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]
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 13 Apr. 2025.
Previous versions and publish date:
0.3 (2015-11-13 14:41), 0.6 (2016-07-29 06:41), 0.9 (2017-12-08 19:54), 1.0.0 (2018-11-06 07:00), 1.0.1 (2019-06-02 22:52), 1.0.2 (2019-07-29 06:10), 1.0.3 (2020-02-17 23:10)
Other packages that cited rsvd R package
View rsvd citation profile
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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