[SciPy-dev] Sparse SVD in SciPy -- SVDPACK[C] made available
Stéfan van der Walt
Fri Apr 24 00:00:52 CDT 2009
Michael Berry has kindly agreed to relicense SVDPACK or SVDPACKC for
use in SciPy.
SVDPACK comprises four numerical (iterative) methods for computing the
singular value decomposition (SVD) of large sparse matrices using
double precision ANSI Fortran-77. A compatible ANSI-C version
(SVDPACKC) is also available. This software package implements Lanczos
and subspace iteration-based methods for determining several of the
largest singular triplets (singular values and corresponding left- and
right-singular vectors) for large sparse matrices.
He asked that we let him know whether we'd like to use the Fortran or
the C version. Which would best suit SciPy? I have a tendency to
prefer SVDPACKC, since we can reach it easily via Cython.
I'd appreciate your feedback.
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