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

1 Like
3

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

4

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

6 Likes
5

There are also a few methods in RandomizedLinAlg.jl

2 Likes
6

There’s also the good old Arpack.jl

-viral

2 Likes
7

Thank you for your answers.

8

Also PartialSVD in LowRankApprox.jl

4 Likes