Hi Andy, 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.
Scanning through the results after googling for "cran big svd" suggests that the irlba package might be useful for you: http://cran.r-project.org/web/packages/irlba/ The first sentence of its vignette looks quite promising: """The irlba package provides a fast way to compute partial singular value decompositions (SVD) of large matrices ..." HTH, -steve -- Steve Lianoglou Defender of The Thesis | Memorial Sloan-Kettering Cancer Center | Weill Medical College of Cornell University Contact Info: http://cbio.mskcc.org/~lianos/contact [[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.
