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bigpca: PCA, Transpose and Multicore Functionality for 'big.matrix' Objects

Adds wrappers to add functionality for big.matrix objects (see the bigmemory project). This allows fast scalable principle components analysis (PCA), or singular value decomposition (SVD). There are also functions for transposing, using multicore 'apply' functionality, data importing and for compact display of big.matrix objects. Most functions also work for standard matrices if RAM is sufficient.

bigpca.pdf