I want to use singular value decomposition on large sparse matrices (18,000 x 8,000) and while the built-in LinearAlgebra function does the trick, it does not operate on the SparseMatrix type. My current solution is just converting it into a dense matrix and then calling the function, but as expecte…

SVD solver for Sparse Matrices

amontoison October 4, 2022, 6:04pm 2

You could use PROPACK.jl, it works if A is a SparseMatrixCSC or a linear operator.

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