PRIMME

R interface to 'PRIMME' , a C library for computing a few eigenvalues and their corresponding eigenvectors of a real symmetric or complex Hermitian matrix, or generalized Hermitian eigenproblem. It can also compute singular values and vectors of a square or rectangular matrix. 'PRIMME' finds largest, smallest, or interior singular/eigenvalues and can use preconditioning to accelerate convergence. General description of the methods are provided in the papers Stathopoulos (2010, doi:10.1145/1731022.1731031) and Wu (2017, doi:10.1137/16M1082214). See 'citation("PRIMME")' for details.