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first K eigenvalues?

Open Fil opened this issue 6 years ago • 3 comments

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.

Fil avatar Aug 09 '18 08:08 Fil

I have no idea if the algorithm allows it :)

targos avatar Aug 09 '18 12:08 targos

The nipals factorization allows you to retrieve one component at a time. It will be soon implemented in matrix.

jwist avatar Jul 17 '19 22:07 jwist

Thank you for https://github.com/mljs/matrix/pull/91 !

Fil avatar Jul 18 '19 08:07 Fil