[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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