Dear All,
I need to perform a SVD on a very large data matrix, of dimension ~ 500,000 x
1,000 , and I am looking
for an efficient algorithm that can perform an approximate (partial) SVD to
extract on the order of the top 50
right and left singular vectors.
Would be very grateful for any advice on what R-packages are available to
perform such a task, what the RAM requirement is, and indeed what would be the
state-of-the-art in terms of numerical algorithms and programming
language to use to accomplish this task.
with many thanks in advance,
Andy Cooper
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