Hi Andy,

On Mon, Apr 8, 2013 at 7:44 AM, Andy Cooper <andy_cooper83@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.


Scanning through the results after googling for "cran big svd" suggests
that the irlba package might be useful for you:

http://cran.r-project.org/web/packages/irlba/

The first sentence of its vignette looks quite promising:

"""The irlba package provides a fast way to compute partial singular value
decompositions (SVD) of large matrices ..."

HTH,
-steve

--
Steve Lianoglou
Defender of The Thesis
 | Memorial Sloan-Kettering Cancer Center
 | Weill Medical College of Cornell University
Contact Info: http://cbio.mskcc.org/~lianos/contact

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