Re: [R] SVD on very large data matrix

Dear Berend, thanks to everyone who responded. I should point that the data matrix is not sparse. Yes, the irlba package seemed of interest, however annoyingly, they don't specify in the package how large is "large"!!!, and when you read the paper on which it is based, it deals with rather smal

[R] SVD on very large data matrix

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