[SciPy-Dev] restarting the discussion about sparse SVD

David Warde-Farley dwf at cs.toronto.edu
Thu Mar 18 14:55:08 EDT 2010


A friend of mine yesterday was a bit shocked/annoyed when he realized  
there was no way currently in SciPy to compute the SVD of a sparse  
matrix.

This has come up a number of times, so maybe we should organize our  
thoughts and figure out what exactly needs to get done.

- I remember hearing that ARPACK contained a sparse SVD routine but I  
can't seem to find mention of it in the docs.

- It also looks like the code in Divisi ( http:// 
divisi.media.mit.edu ) would be helpful, and looking in the archives   
it looks like the authors may be receptive to relicensing bits of it  
for use in SciPy.

Other thoughts?

David



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