No answer, but first obvious question" Is the matrix sparse? Next obvious question: what's your ram, OS, etc.
(Reply to list, as I can't help further). -- Bert On Mon, Apr 8, 2013 at 7:44 AM, Andy Cooper <andy_coope...@yahoo.co.uk> wrote: > > > 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 > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
