[R] SVD on very large data matrix

[Bert Gunter]

No answer, but first obvious question" Is the matrix sparse?
Next obvious question: what's your ram, OS, etc.

(Reply to list, as I can't help further).

-- Bert

On Mon, Apr 8, 2013 at 7:44 AM, Andy Cooper <andy_cooper83 at yahoo.co.uk> wrote:
>
>
> Dear All,
>
> I need to perform a SVD on a very large data matrix, of dimension ~ 500,000 x 1,000 , and I am looking
> for an efficient algorithm that can perform an approximate (partial) SVD to extract on the order of the top 50
> right and left singular vectors.
>
> Would be very grateful for any advice on what R-packages are available to perform such a task, what the RAM requirement is, and indeed what would be the state-of-the-art in terms of numerical algorithms and programming
> language to use to accomplish this task.
>
>
> with many thanks in advance,
>
> Andy Cooper
>
>         [[alternative HTML version deleted]]
>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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