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POSSUM - PCA Of Sparse, SUper Massive Matrices

R and C/C++ functions to compute a few leading eigenvectors of the correlation matrices of large sparse matrices. It is mostly aimed at HiC contact matrices but can also be applied to general matrices. Currently we assume that the matrices are symmetric but this condition may be lifted in the future.

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POSSUMM - PCA of Sparse, SUper Massive Matrices

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