Eigendecomposition, Singular-Values and the Power Method R package psvd version 1.1-0 For a data matrix with m rows and n columns (m>=n), the power method is used to compute, simultaneously, the eigendecomposition of a square symmetric matrix. This result is used to obtain the singular value decomposition (SVD) and the principal component analysis (PCA) results. Compared to the classical SVD method, the first r singular values can be computed. Software Depends: R (>= 4.0), Doulaye Dembele <doulaye@igbmc.fr> Comprehensive R Archive Network (CRAN) Doulaye Dembele [aut, cre] (ORCID: <https://orcid.org/0000-0003-3879-6940>) GPL (>= 2) 2025-11-23 application/tgz https://CRAN.R-project.org/package=psvd doi:10.32614/CRAN.package.psvd