[SciPy-user] sparse SVD

Kenneth Arnold kenneth.arnold@gmail....
Wed May 6 22:25:52 CDT 2009


On Wed, May 6, 2009 at 7:00 PM, Rob Patro <rob.patro@gmail.com> wrote:
> This looks very interesting indeed.  In particular, the matlab
> implementation of sparse SVD has one feature of which I make extensive
> use; this is the ability to request singular values around a spectral
> shift, sigma, of my choosing.  Does SVDLIBC offer such an option?  How
> difficult for me would it be to expose such an option in divisi?

I have not heard of such an operation; what does that accomplish for
you? (i.e., should we try it?)

I'm not familiar with SVDLIBC at all beyond the part that we wrap. I
looked at the docs a bit and didn't see an obvious option for doing
what you describe, but that could be as much because I don't know the
thing you're describing! SVDLIBC is simply a C port (not done by us)
of the SVDLIB Fortran module.

But if you did find it in SVDLIBC, the Cython (or Pyrex; I don't think
we use anything cython-specific) wrappers make it quite easy to expose
those things to Python.

-Ken


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