Partial SVD

Specific Domains Numerics
1

Hello,

Is there a command to only perform a partial SVD decomposition of a non-square matrix?

2

Like a thin svd?

https://docs.julialang.org/en/v1/stdlib/LinearAlgebra/#LinearAlgebra.svd

3

I would like to compute only the first r singular modes of the matrix

4

https://github.com/JuliaLinearAlgebra/TSVD.jl

5

There are also a few methods in RandomizedLinAlg.jl

6

There’s also the good old Arpack.jl

-viral

7

Thank you for your answers.

8

Also PartialSVD in LowRankApprox.jl