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first K eigenvalues?
in EigenvalueDecomposition it would be nice to be able to retrieve only the first k eigenvalues & associated vectors, if it could save time and memory. I have no idea how to do it :)
Currently it's difficult to go beyond a 500x500 matrix.
I have no idea if the algorithm allows it :)
The nipals factorization allows you to retrieve one component at a time. It will be soon implemented in matrix.
Thank you for https://github.com/mljs/matrix/pull/91 !