[SciPy-dev] Sparse SVD in SciPy -- SVDPACK[C] made available

[Stéfan van der Walt]

Hi all,

Michael Berry has kindly agreed to relicense SVDPACK or SVDPACKC for
use in SciPy.

>From http://www.netlib.org/svdpack/:

"""
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.

Regards
Stéfan