[SciPy-user] sparse SVD

Stéfan van der Walt stefan@sun.ac...
Wed Apr 8 17:35:32 CDT 2009


Hi Rob

2009/4/9 Rob Patro <rob.patro@gmail.com>:
>  Is there any implementation of sparse SVD available in scipy?  If not,
> does anyone know of an implementation available in python at all?  I'd
> like to port a project on which I'm working from Matlab to Python, but
> it is crucial that I am able to perform the SVD of large and *very*
> sparse matrices.

Currently, there is no sparse SVD in SciPy, but I'd love to see something like

http://tedlab.mit.edu/~dr/svdlibc/

wrapped.  I may even have an application for this, so I wouldn't mind helping.

I've also come across

http://soi.stanford.edu/~rmunk/PROPACK/

but I have no idea which library is best.  I'll send an email to the
authors of SVDPACK as a start.

Regards
Stéfan


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