R uses LAPACK for svd computation, but it is my understanding from a post on
Radford Neal's blog (
http://radfordneal.wordpress.com/2011/05/21/slowing-down-matrix-multiplication-in-r/#more-739),
that additional checks are performed to propagate NA/NaNs and Inf, (at least
on level-3 BLAS calls, not sure LAPACK). I have to run a large number of
svds on large dense matrices, and am looking for efficient execution of
these decompositions. I think a truncated svd would be acceptable, and R
does not have a base routine for this. My questions:

1. when there are no NAs, Is there a benefit in binding directly to DGESVD
2. has anyone tried packages svd (uses PROPACK routines) and irlba?

Thanks,

gappy

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