sparseEigen

Computation of Sparse Eigenvectors of a Matrix

v0.1.0 · Dec 21, 2017 · GPL-3 | file LICENSE

Description

Computation of sparse eigenvectors of a matrix (aka sparse PCA) with running time 2-3 orders of magnitude lower than existing methods and better final performance in terms of recovery of sparsity pattern and estimation of numerical values. Can handle covariance matrices as well as data matrices with real or complex-valued entries. Different levels of sparsity can be specified for each individual ordered eigenvector and the method is robust in parameter selection. See vignette for a detailed documentation and comparison, with several illustrative examples. The package is based on the paper: K. Benidis, Y. Sun, P. Babu, and D. P. Palomar (2016). "Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation," IEEE Transactions on Signal Processing <doi:10.1109/TSP.2016.2605073>.

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CRAN Check Status

5 NOTE

9 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	89.4s
r-devel-linux-x86_64-debian-gcc	NOTE	74.6s
r-devel-linux-x86_64-fedora-clang	OK	147.8s
r-devel-linux-x86_64-fedora-gcc	OK	191.4s
r-devel-macos-arm64	OK	35s
r-devel-windows-x86_64	OK	110s
r-oldrel-macos-arm64	NOTE
r-oldrel-macos-x86_64	NOTE	94s
r-oldrel-windows-x86_64	NOTE	144s
r-patched-linux-x86_64	OK	95.8s
r-release-linux-x86_64	OK	95.8s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	140s
r-release-windows-x86_64	OK	111s

Check details (5 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Daniel P. Palomar <daniel.p.palomar@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Daniel P. Palomar <daniel.p.palomar@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-oldrel-macos-arm64

LazyData

'LazyData' is specified without a 'data' directory

NOTE r-oldrel-macos-x86_64

LazyData

'LazyData' is specified without a 'data' directory

NOTE r-oldrel-windows-x86_64

LazyData

'LazyData' is specified without a 'data' directory

Check History

NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 30, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Daniel P. Palomar <daniel.p.palomar@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Daniel P. Palomar <daniel.p.palomar@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-oldrel-macos-arm64

LazyData

'LazyData' is specified without a 'data' directory

NOTE r-oldrel-macos-x86_64

LazyData

'LazyData' is specified without a 'data' directory

NOTE r-oldrel-windows-x86_64

LazyData

'LazyData' is specified without a 'data' directory

ERROR 8 OK · 5 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Daniel P. Palomar <daniel.p.palomar@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Daniel P. Palomar <daniel.p.palomar@gmail.com>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

ERROR r-devel-macos-arm64

re-building of vignette outputs

Error(s) in re-building vignettes:
--- re-building ‘SparseEigenvectors.Rmd’ using rmarkdown

 *** caught segfault ***
address 0x1f3, cause 'invalid permissions'

Traceback:
 1: eigen(Sigma, symmetric = TRUE)
 2: MASS::mvrnorm(n, rep(0, m), R)
 3: eva
...[truncated]...
Vignettes(dir = "/Volumes/Builds/packages/sonoma-arm64/results/4.6/sparseEigen.Rcheck/vign_test/sparseEigen",     skip = TRUE, ser_elibs = "/Volumes/Temp/tmp/Rtmp8EHwPQ/file38387ea6a224.rds")
An irrecoverable exception occurred. R is aborting now ...

NOTE r-oldrel-macos-arm64

LazyData

'LazyData' is specified without a 'data' directory

NOTE r-oldrel-macos-x86_64

LazyData

'LazyData' is specified without a 'data' directory

NOTE r-oldrel-windows-x86_64

LazyData

'LazyData' is specified without a 'data' directory

Version History

new 0.1.0 Mar 10, 2026