Sparse SVD (smallest SVs)

I will try the int64 branch in a few days, thanks for the quick response!

I read some stuff on PRIMME_SVDS, which appears to be more reliable and efficient than PROPACK. In particular it appears as though it handles matrices with N in the order of millions quite well. There already are some wrappers for MATLAB and Python, perhaps it’s worth the effort to wrap this in Julia if there is no similarly-performant alternative available as of now.